"It's bigger on the inside"
I recommend you rely heavily on the map to know where to go.
Ultimately you're trying to make it to the top of the tower to talk to Brick Road.
You will come to a set of four ropes. The second to the last is the one you'll want to take.
Again, just follow the map to make it to his face and you'll do just fine.
Once you get to Brick Road talk to his face and he'll offer to follow you.
Go all the way back up to Brick Road's face and he'll talk about the Goodbye Exit that was previously blocked by a sign.
Fall down that hole ( not the same one that you went down the first time ) and you'll be able to get to his vehicle collection.
I repeat, make sure you go down the Goodbye Exit. Refer to the map if you need to.