No, not every choice will lead to a bad end You should certainly be able to escape from the prisoner enslavement. For the rest of them we will see. If you can escape from too many it is cheap. If you can escape from none of them, then it's boring
I currently see a problem with letting her into the city unmolested.
If she says she's shipwrecked, that could be a good reason to take her prisoner, since no support or search party is expected any time soon. And by the time they arrive, all traces could have been erased.
If MC introduces herself as an officer with deserters, that would lead to the same result in my opinion, since she would belong to an enemy faction.
Except that she's armed and she's got on gear that implies that she's kick-ass. Why would the guards risk their lives to attempt to enslave the MC at the gates, rather than letting her in and hoping for a better opportunity later?