You can kill the executioner, but the door can not be opened (the jail is a dead end).
There is another entrance in the sewers, south of the one to the jail, that leads to the treasure room and Zandalor.
Typical character levels at the end of the game range from mid forties to low fifties. Monsters do not respawn, so you would have to repeatedly resurrect, leave, return and re-kill them to get additional experience. Even then, though, monsters give less experience when they are at a lower level than you, and each new level requires much more experience to reach (proportional to the cube of the level).
Kroxy will not be in the pit until after you rescue Zandalor and let him teleport you to the council hall, where you will get the relevant quest.
When you first get to the council hall, there will be a globe in front of each statue.
I used a sword on the mummies. If you drag and drop the grail to the door, then grab it and run, you can return when you are stronger.
