Move to the side closest to the overpass to find a hole in the warehouse roof. Go inside and climb the shelving to reach the catwalks above.
The key to climbing onto that side is the giant warehouse beneath the side with the tunnel. The tunnel out of the city is on a disconnected portion of the overpass. After a lengthy cutscene, you’ll be given a new marker on the mini map. Climb the building in the back to make the jump to the roof, then just plop down and knock on the door. You need to drop down to the front door from the roof. The building you need to get inside of is blocked off from all sides.
When you are all geared up, head into the slums toward the marker on your map. Grab your stuff you lost from the Pit out of the player stash once you gain control. Sounds like Brecken has established a way out of the city for you.
