All that I can offer about the current situation and solution is that the cover of darkness might be for the best, as well as acquiring Leosin first, assuming he is still there and alive. Any escape that involves being witnessed will likely sound the alarm, which means the worst we need deal with are the horses, given we have as of yet seen the dragon. Perhaps the answer is to acquire Leosin somehow, steal the horses at dark, then ride off in escape, given there are only a couple of guards at the entrance.