From the Chill Out lounge, try to find a lone club security guard (the guys wearing vests). There should be one near the lounge itself.
Try to subdue that guard (use coins to distract him if you have to), then take his disguise.
Next, head back to the wardrobe area and keep going south. You’ll eventually notice a gold door (the Entrance Backdoor shortcut). Climb the stairwell that’s next to it.
On this roof deck, make sure you pick up the crowbar (which will be very handy for unlocking other shortcuts like the skylight one nearby).
Then, climb the metal stairs to the next landing. Incapacitate the guard that’s relaxing here. Agent Green is patrolling this area, but he probably hasn’t noticed you yet.
Note: You can drop the bag of bricks on top of Agent Davenport when he walks outside to complete a unique assassination challenge.
As long as the previous guard’s down for the count (and his body’s hidden), you’re free to take care of Agent Green as you see fit. Don’t forget to take the radio tower key from his body.
Okay, it’s time to finish off Agent Thames.