Dropped a Bridge on Him: Implied. In the chronologically-earlier story "The Hall of the Dead," which Robert E. Howard began and L. Sprague DeCamp later finished, Conan meets a Gunderman mercenary named Nestor, and they become Fire-Forged Friends over the course of looting an ancient cursed citadel and fighting the demons and monsters they find there. At the beginning of this story, passing mention is made of Conan's accomplice, an unnamed Gunderman who was captured and executed well before the events of the main narrative. Ohhhh...
Gambit Pileup: A fairly good description of the plot. Murillo arranges Conan's escape from prison to have him kill Nabonidus, but then ends up going to Nabonidus's mansion to do the job himself when he hears that the escape was botched. Conan, meanwhile, manages to break out of prison on his own, and decides that he could probably use the sack of gold and the fast horse that Murillo promised him once the job was done, so he heads to the mansion as well. Unfortunately, this is the exact night that Nabonidus's pet Ape-Man Thak decides to rebel against his master. AND THEN, partway through the story, a band of political rebels breaks in with the intent of assassinating Nabonidus (they do about as well as you'd expect). Everyone wants to kill Nabonidus, and they all want to do it right now, and nothing goes according to plan for any of them.
Gas Chamber: Used to disburse the dust of the gray lotus
Gray and Grey Morality: As per the norm for the Conan universe, the unnamed city where this story takes place is astoundingly corrupt and decadent. Even the guard that Murillo bribes to get Conan out of jail is into a bunch of unscrupulous things, which is what gets him caught and the escape stopped. Murillo is a courtier selling state secrets to rival kings. Nabonidus is a Mad Scientist/Dark Wizard type with all kinds of vaguely evil plots in motion. And between them is Conan, amoral sword-for-hire. Everyone pretty much agrees that of the three of them, Conan is the least corrupt, because at least he's not pretending to be anything but a thief and mercenary.
Hidden Depths: Murillo is a dandy and a traitor, but he's no coward. Once he hears that his assassination plot has been thwarted, he straps on a sword and heads off to do the job himself. Granted, he's acting out of desperation and he doesn't really think he'll pull it off, but he's clearly not going down without a fight.
It Can Think: Thak is not just inhumanely strong, he is also much more intelligent than he looks.