You can return to the executioner whenever you are stronger.
In the other location, you would have found the door in the next room locked had you kept going, not to be opened until you get a quest later (after going to the castle) specifically sending you to the sewers to enter that building (clearing the sewers before then will make it a little easier later). There are several traps in that area, though they shouldn't do too much damage. You can use Aura of Guarding and Spell Shield before entering, if you wish, after which you will have to rely on potions (there are several in there for the taking). Just stick a flag on your map, so you can easily find it later, and keep exploring.
There is an exit in the Rivertown sewers which goes to the Verdistis sewers. If you take it, make sure you have a spiritual resistance of at least 10 or 12, or save before opening chests. There are a couple trapped chests in the Verdistis sewers which can permanently turn you into a frog or rabbit (if you can not resist them), requiring a reload (during the game development, polymorph was made permanent, and all such traps were suppose to have been removed, but two were missed).
