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_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

Extra hints:

Starting from the lower-case letter, find 2 words while going to the other side of the grid. How do the directions relate to the center sudoku?

The reference to city is because of some similarity with the skyscrapers game.

You might have noticed SUDOKU in the bottom grid, look at the corresponding numbers in the sudoku; Realizing how do they match the form of the word may help find more words.

_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

Extra hints:

Starting from the lower-case letter, find 2 words while going to the other side of the grid. How do the directions relate to the center sudoku?

The reference to city is because of some similarity with the skyscrapers game.

You might have noticed SUDOKU in the bottom grid, look at the corresponding numbers in the sudoku; Realizing how do they match the form of the word may help find more words.

Stonger hints for the bottom puzzle

To find the messages you need to construct an arrow maze

Transform sudoku numbers to arrows (numpad style)

find routes through that maze

map the bottom grid upon that maze to read along those routes

_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

Extra hints:

Starting from the lower-case letter, find 2 words while going to the other side of the grid. How do the directions relate to the center sudoku?

The reference to city is because of some similarity with the skyscrapers game.

_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

Extra hints:

Starting from the lower-case letter, find 2 words while going to the other side of the grid. How do the directions relate to the center sudoku?

The reference to city is because of some similarity with the skyscrapers game.

You might have noticed SUDOKU in the bottom grid, look at the corresponding numbers in the sudoku; Realizing how do they match the form of the word may help find more words.

_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

_{This puzzle is part of the Monthly Topic Challenge #15: Multi Puzzle — two (or more) puzzles in one.} Remarks:
Feel free to post partial solutions.
This is a multi-puzzle: If you found the titular 14 messages, you are done. There is no final step to combine the messages. Though difficulty is hard to predict, I expect the east and west puzzle to be easiest. Some of the messages are hints, so if you want maximum challenge, try to ignore them.

First hints:

east-west yields the shortest paths.
east-west has part of the solution.
east-west yields the solution.
east-west has nothing to do with the solution.

The path from east to west starts small
Dawn is not a time

More hints

The layout: The center should be recognizable as (probably) a sudoku, while the other grids seem mangled somehow. This suggest that a sudoku should be solved first and used to solve (part of) the other grids.
The title (also) suggests the sudoku is 'the key'. If the sudoku is solved, consider the properties of a sudoku; and how they can be used to alter letters in a 9x9 grid, there are several; test them on the grids.

Check the labels:

Cipher: Which one of the grids has a lot of less used letters; and how could the sudoku be used to encode those letters?

Three dimensional: How could a sudoku display something 3 dimensional? Does this remind you of a game? How can you then see a hidden message?

Mazes: How could a sudoku display a maze? (mazes do not necessarily have walls; mazes are just twisting paths with an occasional choice of direction)

Extra hints:

Starting from the lower-case letter, find 2 words while going to the other side of the grid. How do the directions relate to the center sudoku?

The reference to city is because of some similarity with the skyscrapers game.