Yeah, I don't know if it would be fair to change your action once you've declared it... unless everyone really thinks we should run away, and the DM allows the change.
But while Grim probably would rather save herself (the PCs still haven't had time to bond to the point of dying for each other! also, they are evil so probably kinda selfish...), as a player I am not going to leave you there fighting alone. I just have to now guess carefully what is the least risky choice Grim should make.
She could use her move to get behind the cart (even though the DM hinted it's only a minor protection), her action to cast Mage Hand, and her bonus action from Cunning Action/Ranged Legerdemain to control the Mage Hand to follow Orris towards whatever door he is trying to open, to assist him if the door turns out to be locked. But if a lockpicking action with the Mage Hand is needed, it would have to wait until next round. Also, Orris is invisible, and even if Grim has seen him turn invisible, she'll probably need to make a Perception roll to "see" where he is going while invisible, for example by trying to follow his footprints or little stuff he's hitting while moving.
But let's wait to hear what the others think. If we all want to flee, either back OR forward towards the alley bend, it's not that unsafe for Orris to follow up on next round, considering the ambushers can't see him anyway.