As the woman I called had assured me earlier, a staff member appeared at our door and offered to guide us to their 'market'.
We had to leave Mara behind since she was completely absorbed in eating so I left her a note on the table to tell her we were going to the hotel's market.
The staff member was a man who seemed to have modded himself to have cybernetic eyes since they were glowing the entire time.
He brought us back to the lift and this time he entered with us instead of letting us enter on our own.
The lift then started descending back down towards the ground floor but continued past it to reach the basement level.
Of course their black market would be underground, why would you expect it to be anywhere else?
The door then opened and we were greeted by the sight of what looked like another security checkpoint with automated turrets on the ceiling and more armed guards watching the lift lobby.