The Searcher:
I can only suggest answers to these two questions from what would be a Christian point of view (I'm not Christian by the way).
"Who else has the truth?"
According to the Bible Jesus is "the way, the truth and the life." This answer might mark you as an apostate but they may not know how to respond.
"Where else can we go?"
Christianity is not about where you go to but whom you go to.
My reply: Answer me one question, then I'll answer yours: "Do you believe everything which the faithful slave says?"
If they say 'Yes', then they will know how stupid and gullible they will be portraying themselves!
Don't assume that. I'm sure they would gladly answer yes without thinking themselves gullible or stupid.