I think this sounds potentially really fun. You may look at their spell list and try to come up with some natural ways they could scrounge for a few spells. You just might want to be explicit from the start being like "Hey you don't have an arcane focus, so if you want to cast a spell that have a material component you'll wanna keep an eye out."There's a bunch of spells that need no M. Almost all cantrips, for instance.
Additionally a lot of the material components for low level spells are things they could just scrounge up. Color spray, for instance means you need to find some red, yellow and blue sand. Grease requires some pork rind or butter.
Finding the material components for the spells you want to cast makes for an interesting part of the break out attempt.
if they think of a cool plan that that hinges on getting a certain component, you can probably spin an opportunity on the fly. If they fail to get it, it just heightens the tension. When they finally get that wand it should make for a good time.