Yes, and we'll get you free. But it's going to take a while, and you need to do things in the order the game expects. The first step is to find out who's on the other side of that door.
As Rosa, talk to the door to find Lisa is standing guard. Talk to her till you run out of things to say, and then it's time for Joey to do some work.
As Joey, go through the door and down the stairs. Gavin is on the phone having an obviously important conversation, but it doesn't tell us much when we can only hear one side of it.
Gavin is a very powerful whatever-he-is, but he's not omniscient. He doesn't know when Joey's in the room or what he's doing.
Click on Gavin to have Joey get really close and hear both sides of the ominous conversation. That's all Joey can do right now.
Go back to Rosa, then switch to Rosa and tell Lisa what Joey heard. Let's see if we can't get her on our side again.
Um, no. It doesn't make her helpful, it just makes her even more scared and she runs away. Still, unguarded is better. Back to Joey. Is there anything in this room that he can interact with?
See that drinking glass on the shelf by the door? If you look at it, you'll see it's balanced on the edge of the shelf.
As Joey, blow down the glass to shatter it. That's a start -- a piece of broken glass can certainly be used to cut a rope -- but it's on the far side of the room from Rosa, and she can't move herself.
Joey has very few ways to affect the real world. Besides blowing on things, his only other resource is the tie, which can only be used to create a link between Joey, Rosa, and ghosts. Hmm ...
Use the tie on Rosa and pull her over to the broken glass. You need to pull to the right twice, then pull towards the back of the room.
Rosa can now pick up a piece of broken glass. Go into her inventory and pick it up, then drag it down to use it on Rosa.
Now run! --
-- into another trap. Doesn't this tiresome old dweeb ever give up?