There are plenty of puzzling possibilities, but here are some questions to ask yourself:

How might Sir Dylan get up to the window? A couple of old bars are missing so, once up there, he could probably squeeze through.

Are there any signs of a secret passage?

Is there anywhere for devious Sir Dylan to hide from the guards when they come into the room?

What might the fiendish felon use to make a weapon?

Is Sir Dylan really alone in the dungeon?