This was a bug on that came with the release, I think the circle has released a patch for it already, but how I got around it was by doing the Guard Requests in this order:
1. Big Dick Wolf
2. Goblins (Do not lose with Alisa, as this is was causes this glitch).
The bug is just the Red head saying she needs to go investigate the basement for the Pervert quest which cant be resolved yet because the quest hasn't been started. If you don't lose with Alisa, she'll still be in your party and you should be able to leave the Castle as intended.
Hope this helps!