A minor thing: Yesterday I thought I might be clever about it and enter the palace from its sewer entrance - only to find it bricked up. Not even another arcane lock but solid stone. Usually the game is quite good at giving you different ways to approach a location so that was disappointing.
On a side note, it is funny to imagine all the fancy party guests in their fancy get-ups navigating the ladders that lead to the palace. Very elegant way do disguise disappearances "Oh him? He fell down a ladder at Cazador's. So sad really when they can't hold their drink or their balance."
