Baldur's Gate II: Shadows of Amn Tips

Leaving Athkatla
Athkatla is the city in which you will eventually end up in. While the city itself is large, sooner or later you will have to leave to handle the quests that take place outside the city.

The way you leave the city (otherwise, everything is greyed out) you need to go to the City Gates sector, and walk through the city gates. After then, all locations on the map, including the ones you could find but couldn't transport to, are available.