Well, this looks like it. Finishing just in time for the last panel from Hell.
I feel like maybe Grom is being literal and is a member of a demon cult that Fel leads. Certainly seems like a useful member to dispose of bodies that you don't want found (vs those you leave as a display). I feel like chasing a super strong cult leader with magical powers into its lair that it clearly wants us to go seems like it will end with us being bashed over the head and sacrificed to a demon lord. Home seems like being arrested and hung for murder. Riverveins probably does lead the the lair (presumably one of the entrances for ease of navigating the city and given how much activity has happened nearby) and would be safer than charging on in via the underground passageway. I went with getting help from the thieves guild though, I can't imagine they are super happy about having murderous demon cultists on their turf and they probably know the underground spaces better than anyone. I would imagine there is another enterance from the thieves guild HQ as well and would be an even less expected direction for us to chase from.