"If you want to get laid for a can of meat, this is the place. Mothers will do some pretty kinky stuff to get food for their children. It's a big building, well guarded by local thugs. They have plenty of goods and are eager to trade"
There are five thugs inside, all of whom begin as neutral as long as you don't enter in the house in any room other than the room where you can trade. You can trade with the one of them inside in the front room.
If you're able to kill the thugs, you can rescue 2 prisoners.
Two gates will require a Sawblade--one outside, where you first enter, and another that allows stealthy rooftop access into the brothel.
There is one locked door and one locked cabinet, which will require either lockpicks or a crowbar.
It's recommended to take Roman wearing armor, with a knife (backstabbing with a hatchet is louder) and shotgun + ~3 ammo for when things go badly and some lockpicks (if you don't plan to kill all the bandits). Shotgun is super handy, it can 1 shot thugs coming at you since most of them are not far from the trader thug.
A stealth assault will require you to bring a Sawblade for the roof access and to quickly go into the hiding spot behind the upper sawdoor to take out the guard that comes to investigate (if 2 people come wait for one to leave, even if there is a shut door between them, or all enemies will become alert).
There's four thugs in total not including the trader and if you time it right you can get all of them and free some people kept prisoners downstairs (lockpick or crowbar required).
If you kill the 4 thugs (not the trader) carefully enough so that you don't warn the trader while doing so, you can still trade with him later). In case the trader is still alive (best approach), on each visit you can steal from his cabinet behind him (you need to lure him away tough) and also from the stash on the left of the stairs going to the basement. To gain access you need to enter through the roof access point.
Don't forget to loot the bodies and stash their weapons/armor/ammo. Take what you deem necessary and come back with your scavenger afterwards with the right tools (crowbar and sawblades).
Alternate Brothel Strategy
This scenario requires a specific patrol pattern by the thugs, so it will only work 1/3 of the time. Still, it allows you to kill all the thugs in one visit and free the women.
1. Bring Roman/Arica with 1 crowbar and 1 saw.
2. Rush in and climb the first stepladder, but stop running halfway before reaching the wall so as to not alarm the guys in the room.
3. Climb up and walk your way up towards the fence and saw through it (No running). If the scenario is right, there should be no one below in the kitchen, or there is one guard near the door who should climb down without hearing the saw. Otherwise reset.
4. Immediately (as in the moment the saw finishes) run towards the nailed door and remove the nailed wood. The noise should alert the guard on the other side, and he'll head towards you by walking on the roof. Finish the removal (you have the time), and quickly hide in the hole.
5. When he drops from the roof, ambush the guard.
6. Run towards the next room to the right and drop to the next level from the balcony.
7. Observe whether there is a guard outside the building. If so, wait for him to move further away from the building before dropping down to the next floor. Climb down the stepladder quickly and hide in the hole.
8. When he returns, ambush the guard.
9. Look through the keyhole and watch the guard. Once he leaves the area, run to the left and hide in the hole.
10. Ambush the guard when he returns.
11. Quickly run up the stairs two floors and hide in the corridor hole. The final guard should follow soon so you can ambush him.
12. Walk (not run) towards the entrance where you will find Pyotr the trader. He must die if you want to rescue the women, otherwise, once you free them, they'll run away and Pyotr will mow them down with his shotgun. If his back is turned, backstab him. Otherwise, you may have to loot a body for a gun and bullets to shoot him.
13. Release the women and loot the bodies. Remember that if you fail to loot a body, his stash will disappear with him if you do not take it with you or stash it in another place.