I've also been under the impression that the lantern is what let's them cross the cursed land.

We're given a few exits of the EA area, the broken bridge area, that bridge is the regular road to BG I think (hence the flaming fist), which leads to the creche, the mountain pass, the risen road, the Zhentarim tunnel, and the Underdark. I'm not sure when the Risen Road collapse happened but even if it did occur before the caravan travelled from Elturel, it would only have made their journey more difficult not impossible.

I'm also operating under the assumption all the overland routes will lead to the Moonrise area.

and just for some schadenfreude here's that map they've given us. I really hope it isn't all we'll get in the game, unless they really go ham on making an extensive BG

[Linked Image from cdna.artstation.com]

All those buildings are in our EA area, but it's not exactly easy to gauge scale. Also looking at a map of of the Chionthar from BG to Elturel I found online doesn't help either, namely mountains with which to have a pass through. You'll know more about the geography than me I reckon, so if there are mountains around tell me. I know the Sundering or what have you has also altered the topography so that could also be it (though the map I have is from around the time of the game), even if it doesn't totally make sense next to a river.