I have killed all enemies, and my objective is Find the Exit, but I can´t find it. Also I see lots of potions etc around but I can´t pick them up because I don´t have my backpack, also there is a giant worm which I should escape. So where´s the exit and where is my backpack, and how do I escape the giant worm ?

The sad news is... if you're to the worm, you've passed your stuff.

Your pack and equipment should be in the caged room you passed through or by, look for a chest there and you will find your confiscated belongings.