As told by Ploon Kloovs:
There was a dimensional door in Shadowdale with the Avatar of Helm standing inside, but it closed as we approached, so we completely ignored it (after thoroughly testing the area and everyone near it).
Then one of the elves (yes? elf?) felt we should finally make our move on Zhentil Keep. I still sort of liked the idea of sneaking in disguised, but they insisted on getting a cursed ring of teleportation from Beardy, which put us right inside some deep dungeon under the city (we think). There, some smokey demon taunted us as my companions fell to a pair of Beholders. I was just about to turn the tide of battle, when one of the elfumans caved in and sold us out to the demon, against my strong objection. It got us out of the dungeon and off near the town of Westgate, even restoring my fallen followers, in exchange for two of them selling their souls and fairies, and promising to return with an artefact of Baal. Needless to say, I am absolutely not going to let that happen.
After getting directions from some Gnolls, whose boss I expect will give us more trouble shortly, we entered the tomb where the Baal thing is supposed to be and had a hell of a time dealing with all manner of uglies, including an Annis, which killed me. A variety of undead also complicated our progress.