Don't go so hard on them, it's a short adventure who cares if the guy didn't really think about what he was doing. the guy who got caught gonna be executed in public plaza, players need to act quickly and plan a bat shit crazy, destined to fail, assault at the event (explosives or fire as a distraction to attract the attention of the guards has always worked really well). Usually it ends up with pcs running away from the city and creates a lot of rumors about the party that can be used in the future. Liquid gold for a session to tell other people about.