Map of Cyrodil with the Great Forest highlighted for reference.
To be fair, the distances in the CYOA are much larger than they are in game, so while the legion is not exactly camping right outside the gates, they can get very close to IC under the cover of the forest. Oh, and Domitian wanting to keep this a secret? Says a lot. Of course, I could be wrong...
Random thugs don't just waltz into the fucking White Gold Tower, so whoever orchestrated this is probably a member of the court. We need to rape Varys when we get back home. To death. Or perhaps the Nord bitch? She was asking quite a few questions during the council meeting, either from genuine ignorance or merely feigning it so that she could gain information. And Rynalf is a Nord name...
Trying to fight is suicide (we have zero experience and these people have likely killed before. This is clearly not a hero fantasy, either).
Staying and waiting will probably mean we might get free eventually but we will lose time at court, and that is a huge disadvantage. If we can't be on top of things, other people will be.
B for now. Why? Getting back to the court as quickly as possible will limit the amount of influence/matters we are going to miss out on and hopefully our speedy return will put those conspiring against us off-balance, hopefully allowing us to strike back. Also, there is moss in the cave, so we must be near the surface (or at least not in some warrens deep underground).
Might change to C later. Yeah, we are pretty much the literary equivalent of a social character in Age of Decadence but we clearly have limits as exemplified by Runa. While we might be able to Django Unchain ourselves at best, we might also get drowned/gagged for being a pain in the ass at worst.