When you finally push Faith to the edge (by maxing out Resistance Points in her Region), you didn't need to jump through any more hoops- the Bliss just claims you.
A cutscene ensues, wherein we question why Burke is *still* wearing the same clothes, including vest, and why anyone let him keep his gun.
You'll emerge from the hazy-but-factually-accurate horror show just outside jail, which has been overrun.
You'll want to sneak around to the back yard, but keep a ware eye out for snipers on the walls.
Angels offer opportunities for easy takedowns, because they're too busy... eating people?
Once inside, climb up the wall and make your way to the back (south) of the jail, taking out snipers as you go.
When you get there, clear the sniper from the roof of the long central building there as well. That roof will be your ticket into the jail.
Sneak by or destroy the Angels on the ground, then use the ramp to reach the roof.
Head north toward the jail building, and take the ladder up to the entry vent.
Ignore Faith, slip inside the vent, and takedown Guy Facing the Wrong Way.
The enemies below are too closely clustered for complete stealth, but the bow is useful for clearing the room with relative calm. Start with the guards on the balconies and work down.
When the enemies are neutralized, free the hostages.
Talk to Tracey- one of the dead guards has her cell key. Search the room- you don't need to actually loot the bodies- the key will just appear on the floor by one of the fallen cultists.
Free Tracey for a bit of a heart-rending cutscene. Then loot the area for ammo, and exit the jail to enter the Bliss, which starts Paradise Lost.