Murray: My master spends most of his time up there in that cave, overlooking the valley and contemplating the depths of deepness. I really appreciate you breaking the news to him that I want to break off my training.
Sly: No problem, pal, I'm looking forward to meeting him. Anybody you call "master" must be a heck of a guy.
Murray: Oh, he's awesome! He'll get inside your head and freak you out six ways from Sunday!
Sly: Um... awesome.
― Talking about the Guru[src]
Murray directed Sly to a small cave, which he claimed to be where the Guru spent most of his time, overlooking the valley and contemplating the depths of deepness. Sly was looking forward to meeting him, as he found him to be an interesting guy, seeing how Murray always called him "Master."
Sly scaled a wall and got to the cave, only to find it empty. He asked Murray if he had any idea where else the Guru could be. Murray pointed Sly to his hut on the far northern end of the Outback. Sly headed over to the hut, but he also found it empty. He then came to the conclusion that the Guru could have been fending someone or something off, and may have gotten himself captured in the process. Murray agreed, explaining how insane the miners act, and how peaceful the Guru would act, only to make them more ticked. Sly asked him where he thought the miners might have taken him. Murray, having no idea the Guru was captured, started to panic. Sly got Bentley on the line. Bentley suggested that Sly head up to the makeshift stockade, which is where the Guru would most likely be. Bentley warned him about the gyrocopter hovering around the area, as he was positive it was what exposed the Guru.
Sly made his way up to the stockade and finally found the Guru. He explained to the Guru that Murray was looking to be released from training and return to the gang. Sly insisted on busting him out, but the Guru refused to leave without his walking staff and Moon Stone. He also wanted to meet with both Bentley and Murray individually before he could escape imprisonment. Sly headed back to the safe house and the gang came up with a plan.