Playing a city the party is not able to enter.

[Mulet]

My party has cleverly figured out how to get an enemy to lead them to a duergar settlement beneath the earth.

Easy solution, party is killed/chased off by occupants of said city.

Fun solution, party figures out how to get in, go shopping and even do a few side quests for the locals.

What are some modules involving forbidden cities I can draw inspiration from?

Party:

Human: Swashbuckler/Sourcerer: CN
Dwarf: Monk : LG
Half-Elf: Cleric: LG
Elve: Ranger: NG

[Derek Dalton]

Most evil cities I have read about will let a party of good players enter. However there is always the risk of bad things happening.

[Dave Justus]

Typically duergar would kill the Dwarf and enslave the others.

Disguise might help, personally I would rather rely on a good mundane disguise rather than a magical one. If they can manage to disguise the dwarf as a duergar, he could be the owner of the others which would solve most problems.

Of course being lead there by an enemy, who could presumably inform the locals, ads risk as well.

I don't know of any particular modules for this situation, I personally might be tempted to use typical small town adventure tropes, but with an evil underdark twist.

Stuff like: Predators attacking my flock (but the 'flock' is a work gang of slaves)