Yes, just approaching the door will give you the option to return to the fjords by zeppelin.
If you get lowered through the ground, can you use the dragon stone to get out of there, and return by zeppelin? Maybe the elevator platform would be down when you got back.
Can you run around any when you are through the ground, and see if you can get out? I once fell through the ground Rush Attacking at the orb thingy near the Broken Valley quarry; running away from the orb a bit (downhill) I popped back above ground.
