The Bhaalite obelisk is the last way we should go, Sesto reasons, since pursuing the escaping cultists is what they would both expect and hope that we would do. Perfect way to ambush us, one by one. Sesto shakes his head. No stay away from the obelisk.
The same is true for the Audience Chamber, they probably guards that one with extreme care.
That leaves us with the store room and the prison, Sesto tries to recall the map since he hasn't been to those places, but going north takes us to the Audience chamber again. Going east will eventually bring us to the Barracks, which doesn't sound very clever. On the other hand, that's the way the cultists would least expect us, I guess.
Sesto agrees with Udit and Torbin. Let's pop our head up in the prison and take it from there... going east.
Udit, will you take the lead and show us the way?