I've been thinking about that actually, since nothing was mentioned out of the forest itself. But strictly speaking, (I'll use the same image)...
It does seems like it IS possible to get out of the school
That's what I'm guessing. And for past people to dig underground tunnels like Guild and the "old Guild" (tree hole in Heaven's Door), I guess people before Yurippe's batch had already tried to get out of the school by those ways but probably failed since even Shiina couldn't get out of those places.
That's purely my guess though. Maybe the God Yuri had been seeking is behind on the mountains :/