The Beheaded Fiend Inn like any Sigilan inn worth the name is not only a place for recreation, food and drink, but also a place to pick up the newest chant of the planes. Some of the rumours might be true, while some are only screed, most a fraction of both. So be cautious before discarding anything. A lot of very weird things do happen in the planes.
Are the Signers right?
A barmy in the Bleaker's Gatehouse claims to be the one, whose mind makes up the multiverse. Of course he's completely barmy, but the Rule of One (The berks, who say that an insane bariaur is the centre of the multiverse and have thugs make things the way they are 'supposed' to be) wants to put him into the dead-book.
Iorlan Nightshade and the Mystical Old Bard warn, that the barmy might be right and actually killing him might have disastrous consequences. Of course with him being in the irrevocably insane tract of the Gatehouse, they will have to hire a professional assassin making additional guards useless.
Sometimes the fact that the factions might be wrong is far less frightening than the idea, that they might actually have the dark of it, especially one as potentially dangerous as this one.
"Why don't we just earthquake the Village?"
'Pacifisitic' Goblin, after the group had been forced by Thakisis to
destroy a village in Ysgard.
Breach In Cage Security?
It has been said, that the Baatezu have found a way to gate in and out of the cage without using portals. Of course the tanar'ri will find out too in no time. Once this has passed, there is a tremendous risk of an unchecked Blood War spillover into Sigil...
Most greybeards (Gillian el'Irand, who ironically does not have a beard, among them) believe, that the fiends actually use well hidden array of gates, and maybe some modified transportation spell. (It is possible to teleport and dimension door within the cage, but never in or out of it.) Iorlarn points at a possible Wormhole, very rare conduits that lead from the ethereal (or inner) plane(s) directly into the cage. Using a wormhole looks the same as regular planar travel.
"Three thousand spinagions? They have to do better than that."
The group of Tandra Fiendslayer in Baator, after they had gate warded
the area. Needless to say they massacred the fiends and killed an
solar, who was stuck there. (Shit happens, especially in places like
Baator. That's Murphy's Law.)
Gods Play Chess???
A powerful group of characters attracted the attention of the gods for some reason. The powers pushed 'em around like figures on a chessboard for a while, giving the Athar a lot of input. This game ended at the point, where they became demigods themselves, possible proving the Believers of the Source right.
They have associated with an equal number of young demigods of complementing gender and now they are working to reshape a world. They think it is going quite well, but the worlds former masters, the giants, who usurped it from the dragons, naturally disagree, because their age comes to an end.