I am still freaking out about Kyoko going to the observation tower. And sending Sayaka with her, whose family is missing? I mean, it will make for really great storytelling but also tragedy. Especially because guilt about her family is at the heart of Kyoko's angst.
I would be more afraid to send them to the Mill, the explicit place where the horrible experiments take place, or the Court, where the Adult is likely to keep her prisoners.