Set up an elaborate, multi-step sacrifice ceremony a la Temple of Doom.

This:

a) Gives the party multiple attempts to escape.

But also b) time for Sorceror to mount a rescue.

Cult can't murder anyone until the new moon, as Lady Xra'nzt'z has long decreed

Not an dm but why would they immediately kill the prisoners. If the cultists feel that the escapee is going to bring the law then why wouldn't they flee with hostages in tow. This would slow them down giving the sorcerer a chance to catch up and free them. This could be drawn out long enough for them to succeed. This also would provide the others opportunities to free themselves.

Cults are about power, specifically for the leader of the cult. It's reasonable to assume that the mayor of the town and most of his cronies are cult members themselves, willfully working with the cult for mutual gain, or the cult has some kind of leverage over them.

Let the sorcerer get a mob, which while enroute to the cult to rescue their friends will be joined by the sheriff etc.

Meanwhile, the rest of the party will want to fight their way out or die trying, and it won't be fun for them if you railroad their actions in another direction. So, let them! The cultists won't kill them without orders (because maybe it's okay to kill these people, but maybe not, and none of them want to take the initiative and risk upsetting the leader)

The party successfully breaks free just as the sorcerer shows up with the mob lead by the sheriff who's on the cult's side. He then "legally" arrests the party for attacking the towns citizens. The civilian members of the mob are easily quelled and dispersed by the sheriff's men, leaving the party to fight a proper mini-boss battle (the sheriff and his men) OR let themselves be arrested (maybe by the suggestion of the NPC friend?) as a means of getting closer to the truth and whoever is REALLY in charge.

If they fight and win, they'll have a blast and earn their escape.

If they let themselves get arrested, you can advance the plot or have a sympathetic townsperson help them escape stealth fully.

Either way they should have a fun 🙂

If I was them (and in a way I am) I’d probably kill the witnesses and bail.

So I totally get this conclusion, but I think it's worth slowing down and considering whether this makes as much sense as it seems at first glance. The fact that magic exists means that simply killing someone simply doesn't do much to shut them up, if a sufficiently powerful entity is willing to spend the resources. The fact that undeath exists means that killing someone has a very real risk of making them a bigger threat than they were in life--it's not like you can just stab a ghost. Cultists, being familiar with eldritch powers themselves, know this full well. This means that keeping people merely out of communication might be the simplest way to achieve their actual goal with the minimum of fuss. They don't need someone quiet forever, they just need enough secrecy to achieve their goals. Murdering every person who takes an interest in them is mission creep.

Also, keep in mind cults generally exist for specific purposes, and people join them for specific purposes. These purposes aren't necessarily overtly evil at the rank-and-file level, which is integral to their recruitment. The turnip farmer who wants to resurrect a dead harvest god to grow more turnips might be okay with some dodgy rituals the church wouldn't approve of, but straight up committing multiple murder might take some working up to, if he can be talked into it at all.

So in short, consider what your cult wants, and assume a degree of rationality and thoughtfulness (at least, when they're not channeling horrors from another plane). What do they want, and how the party could provide what they want?

What is the goal of the cultists?