Pi doesn't need to come from Cauldron. Is there a suitable city near the Jagged Peaks?
I think he wouldn't let himself known to the city guards; doing good is its own reward, he'd say.
There are several cities near the Jagged Peaks. On the coast there is the capital city of Theocracy of Thallin, Fruen, which was once a place for heroes but the new Mad King of Thallin has turned it and the country into a bastion for villainy. (The Sword Gods are openly worshiped there.) There is also the city of Rivenwood, which is on the border of Thallin. There is more freedom in that city, but the Fury of the Dragon do have their spies on its streets.
There are several thieves' guilds in Thallin but most pale in comparison compared to the guild of assassins, that is allowed to operate with impunity in dark kingdom, called Vespin's Hand. That guild
doesn't let members leave, however, and it isn't found in Caludron. (However, it is whispered that the Hand has a foothold in Mor's End.) Vespin is a decease Sword God that the Hand and their masters want to return to life.
There is another city that sits in the hills that surround the Jagged Peaks. It is called Alora and is a place for demihumans to find shelter against the evils of Thallin. Alora exists within Thallin's border, but it is a hidden place that is not easily accessible. It a place of good.
Note that Rivenwood is the city that is the closest to the Town of Fallow's Cross where Hassan and the rest of the Fallow's Cross Adventurers have their collective origin. I do have an
old hex map of the region but it is a bit out of date. (I was sure I had a replacement done, but I think my plan was to redo it after I finished the Thunder Lands.) The placement of towns and cities has "shifted" since I did that map.