hmmm well, i would maintain that since they are killing folks they be allowed to be questioned and given the chance to speak for themselves. Remember that we are dealing with "evil" here.
Those captors will suspect the other in the 3faces o E b4 they are certain these folks have come from the town, or are just random adventurers. This should offer chances for escape/diplomacy. If nothing else, the Faceless one should get involved and have them transported.
If there is a skills monkey, an unarmed fight in manacles, or a daring escape is not out of question. Maybe you could also bring up some of the gear the party was wearing, or any of the things htey are using to investigate that might be on their persons (letters, etc.)
I think to maintain that the PCs retain fear, even though you arent killing them outright, a timetable until sacrifice should be established... That way they dont want to just 'stay captive' and they have incentive to get out.