I see someone (AfellowDwarf)is over thinking everything,
Eh, we'll never get Brewster out of this hole while he's comfortable. I scheme on account of scaring his behind out of here. The gauntlet almost killed us, it's better to take precautions against the anomaly of a kobolt vampire (would fish and unobsidianised artifact out of the sea, no doubt.) then to encounter one unprepared. And how are we going to get hippos between us and crossbow bolts if we don't ally ourselves with the elves?
Edit:
Also, if we tell them where we went, someone might take us for the same Nerin, LotGC that visited the mayor today. We didn't wear that disguise for nothing, and giving up that distinction now that the mayor wants us dead is less then smart. My 'conspiracy theory' allows us to implicate the mayor without implicating direct contact with him.
Edit2:
Any option that isn't the honest simplicity would at least not make us a bigger target for the mayor's goons.
Edit3:
Honest simplicity it is, it seems. We should buy a guard animal to wake us up when we're visited by the mayor's little helpers. Or maybe something poisonous that'll kill them.