Approaching CAVE

A woman rides into the valley where CAVE is located. She's short, not even 5 feet tall, her hair is chin-length and dyed pink, and she wears a long, black dress slit for riding. Following behind her horse is a donkey laden with packs full of clothes, household implements, and more unusual things, like what appears to be a stone lintel from a door. Once in a while, she looks over her shoulder as if checking for anyone following her. As she rides, she speaks to someone. "We've almost arrived."
"No, no. We're here to talk, not to loot the place."
"Have you seen how many guards there are? And the size of those dragons? No, we're doing this the right way."
After a moment, it might become clear that there's something else following alongside her, a roiling cloud of black smoke out of which three malevolent orange eyes like embers stare. Despite its being in plain sight, onlookers will find it hard to notice nonetheless; something unnatural about it causes attention to slide off it. The pair continue towards the headquarters, the woman riding along the path, while the creature flits from shadow to shadow.