I have done this on multiple characters but for some reason my marksman can't complete this quest. I could have the quest from a previous year? I can only make it into the palace hallway and am teleported out with the message "halt intruder"
Could be that you have the quest open where you steal jewelry from the queen. Have you tried walking through the hallway while holding the up button? (You'll teleport through the hallway until you're at the portal)
