I have successfully raised Anephus and he says I must now go to CETS pyramid, but how do I get out of the temple, the black lift up to the transport no longer goes up and down, so what to do???? how do I get across the the collasium???

One of those paths leading away from where you raised Anephas leads to a lift that some thieves built to get into the shrine from the lost Sea area.
Trek back to Brimloch roon and sell off the extra stuff in your inventory first by making your way back to the room with the spikes coming out of the ceiling.
You can press a button in a doorway there that will teleport you back to the area of the door thru which you first entered.
I was also able to jump over that chasm not knowing then what I do now about the button, lol.
: )
Moni

There was a door in a room with a fallen column not far from Anephas - before you raised him there was no way to open that door. After you raise him, that door is open and leads to a lift which will take you to the lost sea area.

Wyv