Hi Fiona - my honest reactions are: on the one hand, there is little wrong with the writing that the usual self-editing can't fix. It's readable, there are some nice details that augur well for more to come (we need more of the nitty gritty of place and characters, mind.)
On the other, it's a case of 'suddenly, nothing happened'. It's all very well to create a sense of foreboding, but not at the expense of starting the story. We aren't yet identifying with the characters, so the tension has no focus. It's also implied that actually the story has already started - because surely it kicked off when they found Lady Warren dying? So as a prologue it's confusing, and seems to be in the wrong place on the timeline.
I'd say dive into the story in the traditional way. Establish place and period. Let us get to know (and like) the protagonist/s. Then get to the inciting incident. There's your opening...
Also, what is at stake for them? Is finding Lady W a problem? Were they, or might they be held, responsible? Did they see her murderer? Did they witness magic and risk being accused of witchcraft? Was she their benefactor? Or all the above... think of Brienne witnessing Renly's murder in GoT. That kicks off her story big time.