You can start the exploration of the second part of the undergrounds [South Quarter / Riverside - Entrance] in one of two different locations, which is dependent on which passage you have taken earlier. If you have taken passage B, then you will be now a bit farther away from your current destination, but the difference is negligible. It is worth adding here that around passage A, you can find an Ancient Ingot - 17G. regardless of the circumstances, I recommend that you ignore the two guards and the civilian, although he has three Coin Purses - 17+12+15G on him. If you wanted to rob the civilian, you would have to take a lot of risk, while diverting the attention of the guards (throwables, putting out of the torch etc.). Therefore, the best idea is to go North-east immediately and use the claw to climb onto the ledge above.
Start by exploring the area to find a Wine Glass - 3G. You can access the brothel in two different ways. The first variant assumes that you pull the lever at the main gate, and another one, after you get into the vestibule. In spite of what it may seem, selecting this variant is not a bad idea because, right after you walk into the brothel, you will not be surrounded by the additional active guards.
The second variant assumes that you take the side-passage. To reach it, you will have to climb onto the ledges above. You then need to walk over the wooden beam and explore the caves. Squeeze through here and climb onto the platforms above, several times. For your endeavors, you will be rewarded with a possibility to start the exploration of the brothel in one of the side rooms, at the ground floor.