Where do Nesta and Cassian find the Harp, and what difficulty do they have getting out of the Prison?

Nesta and Cassian find the Harp in a chamber. As they go to leave, Lanthys's cell is open. Lanthys's shows Nesta a vision of that why could do together, but she stabs him with her sword and beheads him. As they leave the Prison, there are Autumn Court guards waiting for them. Nesta uses the Harp to winnow them to the river house.