I saw a mention of a walled city. If that was the case, you could go with the city being put into lockdown after the murder - with the characters being trapped inside.

As for explinations: why were they there anyway? What were they doing? And why do they want to leave so urgently? Sure it's a 'wrong place, wrong time' type explination, but I think it's suitibly wide ranging that it's believable enough.