Prompto is more likely to take these clues at face value and will lean towards the Namarak Mountain cave rather than some place within the Altar of Volkkra itself. Since the Altar is already on the mountain and the shamans are used to chilling (heh) out up there, he wouldn't expect the shamans to catch hypothermia from being somewhere they're already used to being all the time. He'll also assume they were buying furs and gathering torches to go make nefarious plans in spoopy caves, and it follows easily enough that "hide in plain sight" could refer to a cave close to the temple.

But he's also easily swayed and will go with whatever the group thinks best, so ¯\_(ツ)_/¯ he is not great at making decisions...