I wouldn’t say we even have anything remotely close to the kings favour.
That and… so you capture the king. What next? You can threaten them with killing the king. But everybody and their dog knows that once you kill the king you have basically sealed your fate, and the fate of your entire house and family. You sure sound like an absolutely horrible member of the MCs family seeing how you are willing to doom their lives for what? A bit of profit? A bit of profit you wouldn’t even be able to use?
Where would you even go if you succeed? Why would anyone want to take you? The second you get away Tierria will want your head. You will end up killed by the RTI sooner than later. If anything you’d get a bounty on your head, a head that would be delivered to the king or his replacement quite soon.
Seriously once you take the king hostage you have put yourself in a bad situation because yeah you can threaten his life. But… if he dies you will suffer a fate much worse than death alongside your family.