The passage to the Greystone Plaza is located to the West of the tavern, in the North-Western part of the city center. You should already know this area very well, because around there is Ector's shop, for whom you have already may have completed the optional mission. After you exit the tavern [Stonemarket - Clock Tower Plaza] go West, while paying attention to the two guards that are patrolling the main square. Stop near Ector's place [Stonemarket - The Gullet] and locate the ladder to the Northern rooftop. Here, you need to find crates that Garrett can squeeze between.
After you get past the crates, you will reach the [Stonemarket - Baron's Way North] location. Ignore the guards who are trying to control the crowds and take the first turn to the North-West. In order to complete the third chapter, you need to interact with the large gate.
Note - Just like always, I recommend that you replenish your supplies at one of the merchants before you continue your journey. Buy the basic varieties of arrows and make sure that Garrett has the Wrench and the Wirecutter on him.