Just to make sure it's not a matter of being lost, the exit from the Shelter plane is the waypoint at the far end in the Observatory. In the main room, only the ones to the Hall of Heroes and Observatory go anywhere right now.
Glad I read this, I have yet to actually click on any of the portal things.
The waypoints? If you get close enough to trigger the "Waypoint found" message, it's automatically added to your waypoint list. No clicking required!
