I still wonder what the heck our characters can have in common.
Another concern - how do we run this? Doesn't seem to be suited for classic adventuring-party play. How much narrative privileges do the players have? Are we supposed to be a team, or at least on friendly terms?
You have just spent a month and a half in each others' company, willingly or not. That alone breeds a certain familiarity above that which you will have with anyone in the city itself. You four are also the only ones in the caravan stopping in the city; everyone else, passenger or crew, is continuing on to the border of Virid, two months further along their trail. That gives you some small incentive to stick together - cities can be dangerous, particularly if you don't know them, and having extra sets of eyes can be wildly beneficial in potentially hazardous situations.
The city itself is rumored to have some rather odd customs, due to it being the birthplace of the fastest-growing cult in the known world; not being familiar with the city is likely to mark you as outsiders for sure, even in a relatively cosmopolitan district.
Some of you have reasonably compatible goals and/or motives.
That said, there is no reason a character can't split off from the others and go his own way. If need be, I'll take it upon myself to split off another thread to follow that character's course, until/unless they cross ways with the rest of the players again.
As for narrative privileges, treat it about like the Starkin game; you have relative freedom with your characters, and can write what you want to happen. GM posts will take everything and sift out the final results of any attempted actions or written effects.