Dear Barbara,
There's no cities past the Shrine of Anephas. However, you can return through the Shrine back to Brimloch Roon. In the room on the south side of the pit (the one with all the crushing pikes) there's a button on one of the walls. Press it and it will teleport you back to the entrance side of the pit. I forget which wall it's on; I think it's on the west wall of the crushing room. There's a secret entrance from another part of the dungeon into that room.
-Sazerac
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