We're not being told, so I imagine that information is most likely classified. If I were to hazard a guess, I'd say that they had evacuated the American embassy and taken temporary refuge at another embassy.

This would not be unprecedented. In Tehran in 1979, about a half dozen people were away from the American embassy when "students" took it over and took hostages. They took refuge in the Canadian embassy, who eventually smuggled them out with false Canadian passports.

Onward and upward,
airforce