Start running after the assassination cinematic for the Western door. Head toward the window you see. As you get close to it, the wall on your left will end. Immediately make a sharp U-Turn. This will put you on the stairs leading back up to the second floor. At the top of the stairs, turn to the right. Head through the open door you find there (this is where Thomas was held). This gives you a quick exit outside. Run straight out from the window. Avoid getting any guards to notice you and it is a simple escape.