I agree on the last day there was no option that would have saved us. I think going home would have been arrested and hung or murdered in cell maybe. Or perhaps the arresting guard would have been the dragonborn in disguise and we would have been bundled down into the cultist lair for the same final cut scene. I am happy that we narrowly chose to try and get help from the thieve's guild even if it didn't work out. Would have been upset if we had been murdered by walking into the obvious trap without even trying to get aid!
In terms of whether there was ever a good ending I guess we will find out from the panel from hell. It is possible that we missed out on an ally or a magic item that would have changed the final cut scene where we survive and escape even if we don't defeat them.
In terms of Origin characters the final art work in the video where tophat is behind the dragonborn with his hands on the dragonborn's shoulders and a cloud of claws and barbs behind him (0:55) makes me wonder whether the dragonborn had any agency at all. It may be like Astarion where the dragonborn is freed from Top Hat by the presence of the tadpole.
