To do it in style
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Go to the grave keeper, he'll tell you they are located at the bridge district.
BTW one question of myself. If you talk to the man in red, he goes inside and gets himself killed. The other two are running away. I usually wait up for them outside to kill them. But there is a letter concerning the kidnapping in the house which tells me to wait at night at the slums.....nothing happened there! is this right?