They're Coming With Us is the seventh chapter of Among Thieves. After defeating the helicopter, Nathan and Chloe ran into Elena and her cameraman Jeff, all of whom were forced to group up as more soldiers were closing in.
As they fought through two groups and crossed a river, the three finally managed to make it to the temple Nate and Chloe were looking for, indicated by the symbol of the Cintamani Stone on its facade. Nate explained this to Elena and Jeff, who found it stupid that he was competing with a psychopathic war criminal for a mythological gemstone. Nate further explained that the Stone was not actually inside the temple, but in Shambhala, to Elena's confusion, at which point another helicopter appeared. Everyone entered the temple, and although Elena tried to explain that Lazarević did not need the money, she and Jeff were told to stay at the entrance while Nate and Chloe would go through the temple.
As the chapter begins, eliminate the enemies in the courtyard and team up with Chloe to push the heavy doors open as you make your way to the nearby aqueduct. At the aqueduct, shoot the propane tank near the little car in the middle of the waterway to send it downstream. This makes up half of the platforms you need to reach the other side. Head left and boost Chloe up the ladder there so that she can lower it for you. On the next platform, throw one of the gas canisters that's there towards the other car in the water and quickly shoot at it when it's near the car to send it careening down the river to finish the path across.
Hop across the river using the cars and head up to the next area, which is a small yard enclosed by buildings. As soon as you enter a turret emplacement will open fire, which normally would be easy to handle with some Mk-NDI grenades, but you will not have any. Start by eliminating the few soldiers present that advance on your position, then flank the turret by either going left or right. Once they are all dead a small group of reinforcements (including an armored shotgunner) comes in from the same path as you, but you can use the turret yourself to easily kill them.
Climb up the drainpipe next to the turret's position, then carefully make your way over the street as a tank passes below you. Make your way through the torn up building to reach a temple. Head up the steps to initiate a cutscene, followed by the next chapter "The City's Secret".