Set up an elaborate, multi-step sacrifice ceremony a la Temple of Doom.

This:

a) Gives the party multiple attempts to escape.

But also b) time for Sorceror to mount a rescue.

Not an dm but why would they immediately kill the prisoners. If the cultists feel that the escapee is going to bring the law then why wouldn’t they flee with hostages in tow. This would slow them down giving the sorcerer a chance to catch up and free them. This could be drawn out long enough for them to succeed. This also would provide the others opportunities to free themselves.

Cult can’t murder anyone until the new moon, as Lady Xra’nzt’z has long decreed

If I was them (and in a way I am) I’d probably kill the witnesses and bail.

So I totally get this conclusion, but I think it’s worth slowing down and considering whether this makes as much sense as it seems at first glance. The fact that magic exists means that simply killing someone simply doesn’t do much to shut them up, if a sufficiently powerful entity is willing to spend the resources. The fact that undeath exists means that killing someone has a very real risk of making them a bigger threat than they were in life–it’s not like you can just stab a ghost. Cultists, being familiar with eldritch powers themselves, know this full well. This means that keeping people merely out of communication might be the simplest way to achieve their actual goal with the minimum of fuss. They don’t need someone quiet forever, they just need enough secrecy to achieve their goals. Murdering every person who takes an interest in them is mission creep.

Also, keep in mind cults generally exist for specific purposes, and people join them for specific purposes. These purposes aren’t necessarily overtly evil at the rank-and-file level, which is integral to their recruitment. The turnip farmer who wants to resurrect a dead harvest god to grow more turnips might be okay with some dodgy rituals the church wouldn’t approve of, but straight up committing multiple murder might take some working up to, if he can be talked into it at all.

So in short, consider what your cult wants, and assume a degree of rationality and thoughtfulness (at least, when they’re not channeling horrors from another plane). What do they want, and how the party could provide what they want?

Okay, there’s some great ideas already, so I’m going to swerve a bit and ask some questions to see if there’s an in universe reason for things.

Your assumption is that the cultists would kill the prisoners and flee.

Is that because of the cult’s beliefs? If not, then there’s no reason to start off from evil = kill as the first choice. You don’t have to be Stupid Evil just because you’re evil. What god or entity are they serving? What’s the “portfolio” of the entity? What is their long term goal?

Depending on those answers, it’s possible to cook things up that don’t break the world building, or rely on deus ex machina to save them.

As an example, I had a similar situation with an organization in my home brew world/system. A cabal of political and social manipulating villains captured part of the group because the players just did something silly, they didn’t even fail a roll until they were trying to escape, and it was already too late anyway, they would have been followed.

But, this organization was a secret organization. Disappearing people was definitely a possibility, but not when they didn’t catch everyone. So the minions of the organization rendered the captured people unconscious, then used memory wiping spells along with drugs to cover their tracks more fully. They dumped the party members off near a hospital, and “sanitized” the location they were at before the party came along. Now, the leadership of the organization were rightfully pissed, and took steps for revenge that would be much easier to cover up, but they didn’t make a rash decision in the moment so that they could make it clean.

It didn’t work out for the organization, the party did take them down eventually, but it was a much more interesting fight along the way because the players were invested more.

Not saying that’s the right answer for your story and table, it’s just an example of the kind of thinking that can be done in universe.

Hostage negotiation. They are worth more alive then dead if they believe the law is coming.

Persuasion and intimidation checks to buy time. That time can be used by the rest of the party to escape or gain position and the upper hand in the battle to come.

Let them start escaping from being bound and blindfolded, stuffed into a wagon for transportation.

Why were they holding Rogue’s friend? Whatever that reason was, it’s why they hold onto the party now.

I’m no DM, but I’ll give it a shot. The cultists must’ve been holding the friend instead of killing them for a reason, right? What if the cultists need the prisoners for an occult type ritual but they still need a few items before it’s ready? That leads to the threat of death but gives them time to do something about it.

Or maybe they need information or a thing that’s dangerous to get and they’ll try to brainwash/blackmail them into doing whatever they want to get what they need.

The cultists suddenly have more prisoners than they did previously, so just need to figure how can the prisoners be more value alive than dead. There’s enough dumb villain TV tropes you can go off of where they could easily kill the hero but they don’t because they want them to watch the world burn or whatever.

Cults are about power, specifically for the leader of the cult. It’s reasonable to assume that the mayor of the town and most of his cronies are cult members themselves, willfully working with the cult for mutual gain, or the cult has some kind of leverage over them.

Let the sorcerer get a mob, which while enroute to the cult to rescue their friends will be joined by the sheriff etc.

Meanwhile, the rest of the party will want to fight their way out or die trying, and it won’t be fun for them if you railroad their actions in another direction. So, let them! The cultists won’t kill them without orders (because maybe it’s okay to kill these people, but maybe not, and none of them want to take the initiative and risk upsetting the leader)

The party successfully breaks free just as the sorcerer shows up with the mob lead by the sheriff who’s on the cult’s side. He then “legally” arrests the party for attacking the towns citizens. The civilian members of the mob are easily quelled and dispersed by the sheriff’s men, leaving the party to fight a proper mini-boss battle (the sheriff and his men) OR let themselves be arrested (maybe by the suggestion of the NPC friend?) as a means of getting closer to the truth and whoever is REALLY in charge.

If they fight and win, they’ll have a blast and earn their escape.

If they let themselves get arrested, you can advance the plot or have a sympathetic townsperson help them escape stealth fully.

Either way they should have a fun 🙂

Maybe the cultists have another faction that they’re rivals with and the leader is impressed by the party’s ability to sneak in? So he makes them an offer - do a similar job against the rival faction and if successful, he’ll release the captive to them.

They can then either do the new job or try and bring the mob down on the cult. Or some kind of double cross later? Plenty of opportunities for shenanigans or they can play it straight and try and to do the new job.

The conundrum here is that I can’t think of a good reason for these cultists to not just kill the party aside from that’s not fun.

That’s all the reason you need!

Let whatever the cultists believe in intervene on the parties behalf because it knows they are capable of getting【McGuffin】and now they either need to agree via binding ritual or die here and now. If not reasonable, it turns out one of the cultists accidentally became possessed by a Devilish entity and discreetly offers them help in exchange for 【McGuffin】.

Hostage exchange.

A stereotypical high drama continuation could be:

The cult know the law is on it’s way, and must now accelerate their plans for the final ritual to summon the dark lord to protect them and show the world the Might That Will Usher In the New Era.

Fortunately, the hapless adventurers could be just the sacrifice needed to boost the final steps.

If you need to kill time, the ritual might be preceded by a set of cage fights to find the most worthy sacrifice. Or an elaborate set of trials. Or they’re stripped of equipment and/or drained of magic before having to fight themselves out of the situation long enough for the cavalry to get there.

Bonus out is both the summoned Big Bad as a boss fight, or if they derail, they might find themselves fighting the High Priest and their most enthusiastic lieutenant/followers while they perform a ritual that adds puzzle like elements to the fight (the boss priest has a shield as long as the followers live, or elemental pillars that have to be destroyed before damaging the priest, etc).

Of course the cavalry arrives just in time, and the mob of townsfolk spread out to fight the cultists, so that only a few arrive to aid at the boss fight.

Ok, so have the captured PCs overhear a conversation the cultists are having that they will execute them unless they can get a large ransom. Or better yet, have them mention they don’t have the money to disappear more people, and wish they could raise money somehow. Then the players can concoct a scheme to convince the cultists they could make them money somehow, like with a ransom. Then they have fun getting out of their clutches with a wild and zany plan.