Yes, crawl under the pelts

You wedge yourself underneath the pile of felts, doing your best impression of an inconspicuous lump. The pelts are heavy and muffling, but eventually you do catch the loud plap of the mud golem's footsteps. You have an intense urge to lift up the pelts and see what's happening, but you tamp that down and instead listen closely to the footfalls as they travel around the room. Eventually they start coming towards you and your heartbeat quickens, but are relieved when they walk past you, continuing to grow softer into silence.

You give it a ten count before you risk lifting up the furs. Blessedly the golem is nowhere to be seen. You stand up, brushing off stray hairs clinging to your body.

It's while doing this you have a thought.

If the golem left... where did it go? This area is in its own nook of the cave, there's no exit you can see. And unless your ears were lying it didn't leave via the front door.