Nyx is the one who goes to the window, after a brief exchange of glances; makes the most sense to keep Crowe on lookout, and a minimal amount of faces present. Cassian could kick himself for not considering that there would be a rooftop lookout somewhere in town, and later he'll ask if Nyx can pinpoint roughly where they were standing. Maybe he needs to start a survey of rooftop access points.

Things to consider.

"We were hoping you could shed light on a few things, namely: how are people being brought here, how are the dead reanimated, and how long has this been going on? Also, what you would ask in our position. And what's happening on the other side of the wall." That last one Cassian tacks on because it's important to get some context as to what they'd expect if, well. If the wall came down, or were breached in some way.