Choose your own adventure: 12

The story so far:
You awoke on an island after a night of binge drinking with friends because of a shitty day. You don't know how you got there, so you go off to find how to get home. After a few adventures you find a village where the natives, a bunch of otters, have all been slain. You follow the trail of whoever killed them and find a secret lair in a cave in the cliff wall. There you sneak around until you find a secret passage, and overhear some leader and his underlings discussing the deaths of the otters, and that there is some spy (aka you) in the cave. You find a passage to a prison where there are three captives, a huddled furry thing, a penguin with a cool hat and a scary sounding thing in a corner. You are trying to choose which to talk to.

Now begins: Time is a Loop: Episode 12

You decide to approach the penguin. He seems the most hospitable, as well as the fact that he seems to be looking at you already, so it would be rude to ignore him.

You approach his cell and ask him who he is.
"Who are you?" he replies.
You explain that you are a stranger in this land and are trying to find out what happened to the otters that were killed in a town nearby.
"Otters? I don't know anything about that." he replies. "But the guy in the cell next door might. If he's not gone loony."
You turn to go to the left cell.
"Wait, first howsabout you get me outta here?" the penguin says.
He seems harmless enough, so you go to open the cell. It is locked with a small lock. You try kicking and pulling at it, then you remember the key you found earlier. You try it. It works. The door swings open. "Thank you sir. Now, by your leave, I will be out of here." the penguin says.
You turn to him to warn him that the guards are all searching for you, and it will be hard to escape.
"Now you tell me. Great. I was better off being locked up."
You ask why he was locked up.
"We should talk about that another time. Right now we should get out of here."
You ask how. There is only one exit, and it seems to be heavily guarded.
"I know how. There is an escape tunnel the guy in the cell next to me was digging, he said he was almost finished, but then they took him away one night, and he never returned. I am sure it is still there, they never cleaned his cell..."

It sounds like the best plan you have right now. The penguin asks if you want to do anything else before leaving. You think about your options.
You could:
A: Leave with the penguin thru the escape tunnel.
B: First go to the furry guy in the left cell and see if he will come with you, then all three of you escape.
C: Go to the scary guy in the far right cell and see if he wants to escape too.
D: Go get both and see if they all want to escape, going to the left cell first.
E: Ditto, but far right cell first instead.

What do you do?
(Remember to vote before Friday.)