There are several optional pieces of the story. The return to the Iron Throne headquarters is one of them; there's a foe to confront there, but she's not required.
As for Angelo and Neb - if you get caught by one of the Flaming Fist patrols and let them arrest you, you're brought to the Flaming Fist headquarters for that sequence. Once you escape, there's no second arrest; the Flaming Fist are now all hostile (including the ones that didn't try to arrest you before) and attack on sight.
Neb doesn't play much of a role in BG1; he's only there in the jail cell to account for the possibility that the player may not have any skills to break out of the cell on their own (i.e. not a Thief, has no magic, Strength too low). He's... a repugnant sort though. His story continues in BG2 where he's part of a side-quest.
You are missing something, we all are, the other part of the game. Nouns abound. Neb is connected to the little twins. The mystery is how it reveals itself. This game is much more than these posted walk-throughs.
before you head to the ducal palace you need one of 2 documents with you;
the assassination note from slythe or sarevok's diary
if you go to the confrontation without one of those 2 documents, then you get killed on the spot after you kill the dopplegangers and get the good ol' game over screen
the assassination note can be found on slythe's body ( in fact there is even a note at the bottom of the page that says;
This note looks important and you should hold on to it )
the diary of sarevok can be found on the top level of the iron throne, you will have to battle a mage that summons a couple of ogres to get it though
Comments
As for Angelo and Neb - if you get caught by one of the Flaming Fist patrols and let them arrest you, you're brought to the Flaming Fist headquarters for that sequence. Once you escape, there's no second arrest; the Flaming Fist are now all hostile (including the ones that didn't try to arrest you before) and attack on sight.
You're not supposed to go to the Iron Throne in the southwest sector, you're supposed to go to the Ducal Palace in the middle sector.
SAVE BEFORE ENTERING
the assassination note from slythe or sarevok's diary
if you go to the confrontation without one of those 2 documents, then you get killed on the spot after you kill the dopplegangers and get the good ol' game over screen
the assassination note can be found on slythe's body ( in fact there is even a note at the bottom of the page that says;
This note looks important and you should hold on to it )
the diary of sarevok can be found on the top level of the iron throne, you will have to battle a mage that summons a couple of ogres to get it though