You can continue exploring the island to find Collectibles
and doing some extra activities to earn experience and cash. Once ready, fast-travel to the Pirate Cove. It will be better to approach it from the eastern side since there are watchtowers there. Take out the guards silently and remember to tag the targets to make your job easier. You can also disable the alarm to prevent the enemies from triggering them.
Take out the camp operator and loot his body to get the prison cell keys. Continue inside the cave and take out the enemies. You can do it stealthily or just blast your way through. Wait until you reach the video room. Watch the next scene.
Once you fall down from the floor, go upstairs and find your way to the fiery hallway. Shoot the water pipe to put out the fire then continue outside. Smash the blue door open and continue squeeze yourself in the tight corridor and make your way to Lisa.
After the scene, you have to escape using the truck outside. Smash the A button to push it then protect the truck using the grenade launcher. Aim for the road ahead of the vehicles to destroy them. Once the truck dies down, you'll switch to the front passenger seat. Kill the pirates ahead using your pistol and keep doing this until you successfully escape.