The town is completely locked down by the city watch because of bandits. You've found a way in. Complete your objectives - then find a way out!
If you find the way out before completing the objectives then it's blocked - just come back later.
One objective on Expert causes a forced drop. This is intended so you cannot take the thing away again!
Loot is rather easy for Expert (didn't realize until I'd burnt out with beta testing and fixes and uploaded! But you can still get all you want.
If this FM seems familiar to anyone it was beta'd fairly openly about a year ago but the author has had no time to finish off the fixes. Althought it appears to be Part 1 of a series; don't hold your breath for a follow up!