Wherever is solid enough that bullets won't have an easy time getting through.

[she says this, but she looks at the both of them, evaluates the crowd. panic means it won't be easy, but...]

If you see a route upwards, head for it. Everyone's going to try and disperse at ground level.

[fire escapes, railings, anything that'll bring them higher than the fights, the explosion. and height offers vantage points to evaluate the situation. it's easier than forcing your way through something difficult.]