Roy learned from Tarquin that this dramatic crap actually works in this universe, and can be used to your advantage. You just have to be genre-savvy, and know which genre you're in. Tarquin was in the "bad guy wins an empire and rules for 30 years before a paladin breaks into his throne room and kills him" story, and acted accordingly.

Team Evil will disappear. This is because they're in an improperly X'd cave. After quickly dispatching the monsters (off-panel, of course - too hard to draw!) they discover the Gate. OOTS waits till the next day wondering what the hell happened before figuring it out. Possibly befriends bugbear camp.

I don't think OOTS has any way of knowing what the red X's on the doors mean.