The Iron Throne Headquarters is, as its name implies, the base of operations for the Iron Throne, located in Baldur's Gate Docks. If you decide to begin infiltrating this building, the following may occur: Upon entering the building - a merchant may mention you should leave. Upon nearing the stairwell in the back, a guard will ask why you're there. Multiple replies are allowed. The 200gp option does allow your party to move on to the 2nd floor without incident. On the 2nd floor, there is a named NPC that comments on the comings and goings of characters above.