I have returned to the underdark, but can't get out. The dragon which helped me the last time is gone. What shall I do?

You can walk out of the Underdark without the aid of the dragon. There's an exit to the southwest of the gnome village. It's a bit difficult to find, but you should notice the cursor change when you find the right spot. It'll lead back to the area with the exit from the Underdark.

Just go to where the dragon took you the last time. It's in the Kuo-Tua dungeon of the Underdark, the same way you must have used to get back to the underdark.

If you are TRULY stuck (I can't believe that you can re-enter the Underdark but not exit but anyway) then you can find a cheat to warp to areashere. Just download and follow the instructions.