The caravan leaves Gadgetzan
It turns out one of the "adventurers" was a pack-animal of some kind. Maybe it died from wounds it sustained during the earlier scuffle, or maybe it died of thirst.
Finally he collapses, unable to continue any further. He eventually dies of exposure.
Another short story
First death within 100 yards of the Gadgetzan. This horse or kodo just wan't meant to be an adventurer. The other explorer continues on.
Eventually, he or she realizes their mistake and starts to head back to Gadgetzan, but it's too late.
Deeper into Tanaris, there is a ghost camp full of collapsed tents and skeletons. Were they depending on supplies from the caravans that never made it?