Meritxell considers.
They're going to lose, obviously; the point of this exercise is to learn from what happens when they lose, rather than being the sort of exercise where you win. That does not make her want to win any less. At the absolute minimum she wants to be declared the most impressive.
That requires thinking of an impressive idea, unfortunately, and she's not immediately coming up with one. She could....fight a Security? She almost definitely loses. Impersonate a Security? She almost definitely loses. Impersonate Sevar? That's entertaining but in no way actually solves her problem. Impersonate the Queen? She likes being alive. Talk a Security into defecting with her by promising them all the riches of ......wherever they're defecting to, which is probably poorer than Cheliax? No, that's no good either....
Well, there's always the straightforward, honorable, only likely to fail approach of putting up See Invisibility and trying to kill a Security before they have time to get off a warning, and then trying to fly up and clear of the Forbiddance before they miss a checkin. It's the sort of plan that usually won't work but not the sort of plan that will never work, and tropes might be the kind of thing that likes long shots.