Without knowing details of the campaign, it's tricky to provide some advice. If the despot was intended to be ousted, this would be a good spot to start/introduce a rebellion that frees the two idiots characters. If the despot was supposed to remain in power as an ally, then these two are probably gonna have to die (even if they somehow escaped, the party couldn't be an ally to the despot anymore). If neither matters, then you have more options.
If it were me, I'd have a nice public execution (giving the other players one last chance to decide to save them), as actions should have consequences. The players made their poor choices, and should have their characters pay for them. I'd worry about the instigating player, however, to make sure this isn't a pattern.
If it were me, I'd have a nice public execution (giving the other players one last chance to decide to save them), as actions should have consequences. The players made their poor choices, and should have their characters pay for them. I'd worry about the instigating player, however, to make sure this isn't a pattern.