After you complete The Only Way Out, Damien will have a side quest for you at the Bazaar. Once you’ve spoken to Damien, follow the map marker south to find the group offering the job. Go inside through one door, then knock on the next, and tell the guard you’re alone. Go around to the right and drop through the hole in the floor. Go through the door and speak to the boss. You don’t need to tell him where you’re from – he’s going to try and kill you anyway.
Kill the boss and the other bandits – be warned that two more will come in during the fight – then, seeing as you’re here, loot their hideout. When you leave the hideout, you’ll immediately meet Damien. If you hand him over to Carl, he’ll attack you, and killing him will complete the quest. The more interesting option is to cooperate with him, so agree to help him and your next objective will be to find his brother.
Use your Survival Sense, and it’ll highlight the door near the hole in the floor and the door leading out of the room where you fought the boss (if you didn’t already open those doors). When you’ve opened both doors, Aiden will say, “He’s not here,” and your quest will update. Talk to Damien again, and agree to search around Devil’s Bridge.
Leave the hideout and follow the map marker southeast to an attic. Inside, move from room to room, then drop through a hole in the floor. Proceed through more rooms, sneaking past, or else killing, any Infected you find. At the far end of the large L-shaped room, go through the doorway on the left, then down the stairs to the next floor down. Go through the clear doorway, and turn right, then left. Continue to the end of the room and go through the hole in the wall to the left. Now go left, then right, and drop down into the large hole. Kill the two bandits, then go through the door in the west wall, and through the door at the bottom of the stairs to meet Cliff.
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Regardless of what you say to Cliff, he will set a gang of bandits on you. Kill them (ideally by hitting them into that spiky barrel in the middle of the room), then go upstairs and kill Cliff too. You’ll find him behind a set of double doors. Loot Cliff’s chest, then return to the Bazaar. You don’t need to go all the way back the way you came. There’s an exit to the street in the west corner of the large room in which you first met Cliff.
At the Bazaar, you’ll find Roger trying to persuade Damien to come down from the church tower. Damien’s locked the door to the tower, but you can parkour your way up there from the outside using the exact same route as if you were looking for the Bazaar safe. In the room where the safe is, stand on the crates and open the hatch above.
To save Damien, you have to first talk to him about life, then tell him you’ll jump too then, when Roger arrives, quickly interrupt him. Say anything else and he’ll jump. Either way, the quest will be complete.
