Have you picked up a couple companions, if you are not playing Lone Wolf (talent) main characters?
The easiest gate to leave through is behind the King Crab inn; it is open, and you don't need to ask guards to get through. When getting the legion quests, it is mentioned the undead are weaker north west of town.
There is also some combat you can find within Cyseal, if you explore, that is suitable for a level 3 party. Hint (minor spoiler):
There are some tunnels underground with a couple of access points in town and one just outside.
Explicit spoiler:
The easiest entrance to find is digging the largest pile of dirt in the graveyard. Digging other graves may or may not be suitable for a level 3 party.
