You set off running in the direction the wounded man went, but it soon becomes clear that you're not going to find him in the twisting, turning alleyways. Wounded though he is, he seems remarkably stealthy. After a brief but fruitless search for the kind of obvious blood trail that you see in 1950s Westerns, you eventually have to concede that he's lost you.
You can:
Place the painting against a wall and
leave
it.
Run like hell
in the general direction of your hotel.
Head
back to the opera house
and see if the taxi queue has shortened.