Sorry, I missed that in your post.
That makes things interesting...
Anyway, Wembley's good with any door... as a player, I probably wouldn't go through the south portal, on the basis that, if the bugbears were coming to kill the wizard and came through that portal, I would guess that the wizard is not in that direction. If the bugbears just teleported into that room, then it doesn't really matter, because they haven't "cleared" anything for us.
I'd choose left or right... probably the room with the red-headed masseuse. Wembley's begun to make quite the bond with her/it.