Heroist
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Basically, I assume the second rusty key opens the eastern staircase, but there doesn't seem to be a yellow key for the statues on the first floor. At least, we've checked everywhere. So, going up the western staircase makes sense. But don't rush. As experience shows, rushing headlong to save someone in the Raven expansions guarantees a party wipe. So, your priority now is: yellow key - my belongings - me.
Whatever