I have killed 4 guards and released the girls. I didn't kill the guard in the backyard because I accidentally hit the exit botton when the guard were overlap with the botton...... But he gone missing, when I revisited the site to kill the rest of the guards (besides that backyard guard, 2 of them); and I released the girls during this second raid.
After that, it will automatically shutdown the game, whenever I decide to revisit the brothel site.