What happens when a king doesn't get what he wants?
This is not a trick question. What you should do next depends on what your prep says about King Cyndemund and why he wanted the books in the first place.
Because he wanted the books, right? This wasn't just some misadventure with no intentionality on anyone's part? If it was one of those, Dungeon World isn't going to be able to help you. You can keep going forward with fronts after PCs derail them, explicitly because they're being driven by actors with motivations of their own, whose plans can be derailed without them being annihilated and who will continue to act.
For the sake of example I'm going to make up some answers. Maybe you'll find what you're looking for here, maybe you won't.
King Cyndemund didn't want these books in particular, he's just all about that ancient forbidden knowledge. Okay, great! Your world is lousy with ancient forbidden knowledge. So since the king can't trust his own agents he's probably going to start funding expeditions for the stuff, on the up-high or perhaps the down-low, but either way a band of mercenary adventures like the PCs is going to get clued in on it eventually. And if they don't bite, someone else makes the big score down the line and that's the talk of the taverns for a while, and then Cyndemund oopsie-doodles the apocalypse. It's maybe not the apocalypse you planned for initially, but why should there only be one old forgotten way to destroy the world?
King Cyndemund wanted these books in particular, for Important King Reasons. Okay, great! So, pop quiz: is a king with the mandate of Heaven or whatever going to believe that all his plans have come to ruin because of a misadventure with some confused old man? Or is he going to see enemy action where none apparently exists? So now the talk of the taverns is that the entire town the PCs just left got interdicted by the Quisition, and when they're out in the wilderness they can see the king's court mages scrying from the sky, searching for answers. The PCs are the answers, and eventually they're going to get found, unless they can do something to hide themselves. Really, this mostly just stands up a new front and dumpsters the old one. So congratulations: your PCs averted the apocalypse! I'm sure that'll be a great comfort on the chopping block.
No, you've got it backwards. The books wanted King Cyndemund. Oh, this is one of those scenarios. So tell me: are the malevolent missives of a buried god really going to give up the ghost in the face of one ordinary torch? The talk of the taverns is that Cyndemund was going to come down on some old peasant like the fist of a merciless despot, but when they were going to confront the old man with the evidence of his crimes, there the books were, like nothing ever happened to them, and glowing with a holy light! Actually it was kind of a mix of purple and a color that doesn't exist and when I close my eyes I can still see-- A HOLY LIGHT. For extra fun the old man has also heard the whispers of the Buried One and he's "a prophet" now. Has he left behind the mortal concerns of petty revenge in the face of this higher calling? That sure would conveniently prevent the PCs from having to face the consequences of their own actions, wouldn't it?
Problems and Intent
Now, these last two cases might be a bit trickier of a sell to the PCs. You risk coming off as the bad GM who punishes the PCs for messing with their plans. Which is why it's important to have your prep in front of you -- the PCs did mess with the plans of a king and/or a god, after all, so you need to present them with the retaliation of a king and/or god in the ways it makes sense to happen, which the PCs can still see coming and take steps to fight or avoid.
And in the first case, from your perspective as a GM, the PCs didn't actually accomplish anything. But from their perspective, they did everything they wanted! They destroyed the evidence, they shifted the blame, and potential bonus: someone's willing to pay them to fix the problems they caused! Now, their actions aren't entirely without consequences; for instance, I'm sure you can imagine some fun dramatically ironic times when they end up working alongside the former king's agents, still obsessing over that fateful night and their fall from grace. But they didn't intend to stop King Cyndemund from seeking arcane power, and so they don't: he continues to do so in ways that are obvious to them, because that's still a threat.
Something that would help all three scenarios going forward is someone who does intend to stop King Cyndemund from seeking arcane power. Or, y'know, vice-versa, as appropriate. Let's call this person Demevend. In the latter two scenarios, Demevend can be an ally to the PCs and help them escape retribution. In the first one? Demevend might approach the PCs to hire them on as double agents, especially if they're not engaging with Cyndemund's expeditions already. Or, if the PCs went after that good good royal purse, Demevend might act against them, and confess their suspicions in a dramatic confrontation.
