you have to escape from the window. but as you jump you will be surrounded by guards. luckily there will be a blast which will be enough to distract the guards. take cover on the barrels on right and shoot all the guards. the best thing is to use dead eye so that you can mark them and shoot multiple guards instantly.
target the guards who are nearest to you first, after killing them run towards your horse. you will find a few more guards in your way, some on foot and some on horses. kill a guard and take his horse, find eagle files and escape with him. you have 