Agreed with checking out the fire pit room up the stairs. If that doesn't yield an alternative entrance, I'd vote for exploring the above ground town more fully in the hopes of finding a more secure entrance so we don't have to pay any more "fees". But willing to go wherever the rest of the party wants to go.
Thrud has a great idea for a goup name, the "Thrud Friends"!
Zach, stillmajorley depressed at losing out of his entire third decade, will do whatever the party wants. Same with name, although "The Doomed" has a nice ring to it in his mind.
@Burbage, I forgot to ask, do you play with age adjustments to ability scores?