Time to leave this place

Before you leave, it's obvious that you stole the artists' clothes. It was the only way you could hide your identities. They had the brilliant idea of you impersonating a woman for the rest of… well, forever, maybe.

“They're looking for three guys, not two guys and a woman” would be easier that way, besides… it wouldn't be hard for you, although you've deduced that this idea assumed that they could kiss you in front of other people.

You and John threw the clothes out the window while Jimmy tied them to the horse, and later you were on the road again, heading as far away from the Wall as possible.

John apparently had an idea where to go.