"Look, we just thought there was a chance to pick up some 'items' from the palace, with everyone being distracted by the preparations for the celebration. We scouted it out, found a side entrance that was little-used enough that we could slip in, came across some pool, climbed some stairs, passed various rooms that were living quarters and storage rooms, found some kitchen where we were able to disguise ourselves as servants, passed a couple of guardrooms and jail, and found our way up here. Oddly though, our servant attire is missing... we definitely had it on before 'waking up'"
** Because this is taking place over several weeks as opposed to real time (and much longer than I expected even initially), consider the servant attire to be something the other female might have spoken (or might not have). But don't consider that part to be a discrepancy in their stories