You can let them go and attack the City of Shade...which at 6th level is absolute folly (considering the high prince is a 40th level arcane caster - if he is in your game) but let them work towards it and throw ALOT of challenges in their way.
First they probably have to cross the desert wastes where things like Blue Dragons are common place and then they have to somehow find a way to get onto a flying city WAY above them.
So, make them do a bunch of long and arduous tasks that will move them along their desired course (ie working towards invading the city) and with any luck they will either get frustrated with the futility of it all or work well at it and gain enough levels that they can actually make some form of attack.
Force them to seek out Halruaa and "borrow" an airship to fly into the city or try and get some power-hungry Zhents to help them out (who are no friends of the Shade Empire).
Either way, you are leaving the door open for them to do what they want, just forcing them to complete a number of steps to do so.
just my 2 coppers,
First they probably have to cross the desert wastes where things like Blue Dragons are common place and then they have to somehow find a way to get onto a flying city WAY above them.
So, make them do a bunch of long and arduous tasks that will move them along their desired course (ie working towards invading the city) and with any luck they will either get frustrated with the futility of it all or work well at it and gain enough levels that they can actually make some form of attack.
Force them to seek out Halruaa and "borrow" an airship to fly into the city or try and get some power-hungry Zhents to help them out (who are no friends of the Shade Empire).
Either way, you are leaving the door open for them to do what they want, just forcing them to complete a number of steps to do so.
just my 2 coppers,