That's three out of four. It shall be done.
The night passes uneventfully, one of you keeping guard at the door to Chendra's holding cell while the others sleep at the guards' chambers.
The next day, sometime before midday, you are finally allowed to see the mayor. The room you are lead to is one you've not been to before and looks like the mayor's office. While the mayor himself is up and moving, he still seems very drowsy.
"I hear from my guards that they've found nothing, I hope you have better news."