After a thorough interview, which thankfully did not cycle back to her, Malz, Ferro, and Anko were roomed in a wing of the castle's extensive basement, which was one part of a network of tunnels and rooms called the Underway, which added a completely new layer to how complicated the city's construction was.
Before leaving them with the guards at the door, Jian warned them, "The first two to three floors tend to be safe, but don't try to go much deeper if you don't have to. Chainsfree was built on top of older cities, and what hasn't sunk is often occupied by dangerous creatures. Monsters too."
He specifically did not answer when she asked if they were allowed to explore a bit, instead giving her an evasive "I'm sure someone will let you know when that's allowed."
Why tell us about how to stay safe in the Underway if we're just going to be imprisoned?