So we've been on a high school band trip to Disneyland for two days now, one of the guys rooming with me asked us to create level 3 characters to do a quick campaign, but it's not working out the way we'd hoped, so we are probably going to continue it over the summer.

Anyway, our characters are:
-High Elf Ranger (beast master subclass) - me
-Dwarf Cleric
-Dwarf Fighter (premade sheet, it's this guy's first time playing)

I'm a CN, the other two are as of yet unaligned.

So, (this is a classic) our DM started us out in a guild together. Good start? I guess. It avoids complications of meeting etc. So basically we were hired by the king of the largest kingdom in the world to guard like its capital city from intruders/crime in general during festival season, when all the normal guards are getting wasted in the taverns or blowing their pay on games. We split up to guard, agree on a call to shout (for me, the others have bullhorns) to get back together in case of emergency. So I see these drag marks, follow them, and find a drugged guard in an alley. Then the fighter finds another guard and sees a guy in a white robe thing running off, he follows him, another shows up, and he kills them both. (During the battle, he threw a handaxe at one of them, the guy caught it, threw it right back and hit him in the shoulder - so he yells "hope you like herpes, bitch," pulls it out of his shoulder - intending to throw it at the guard, and instead collapses from pain). He still managed the kills though. I show up, loot the guys, see this insignia on their tunics, and a poster that says there's a 10,000 GP bounty on the king's head. We're getting paid 200 GP by the king. We find an underground city that is these guys' hideout, and a tavernkeeper tells us the king (although human) is over 500 years old, and he is completely obsessed with wiping out their group which is a cult type thing that believes in blood magic stuff. So apparently we have to either tell the (questionable) king where their hideout is, or risk the wrath of the biggest kingdom in the world to help the "rebels" and get 10,000 GP. However, there's a twist.

The cleric went back to the king to question him about what is going on with the whole living for 500+ years thing. He wouldn't answer, and demands to know where the entrance to the cult's hideout is. The cleric won't tell him. Then the king starts trying to kill him so he uses a spell that leaves the king convulsing on the floor (sacred flame on a major scar that looks very severe and might be important later on) and runs away. So he's already probably invoked the king's wrath.

So what do you think we should do from here?