The lore of the game gets a bit confusing after D&D 3.5, but the Shadow-Cursed Lands have been around for at least a few decades when we explore them in BG3. I would therefore assume that there are ways around the badly cursed parts that are relatively safe to travel, but don't get shown in the game. Since the Chionthar is the main trade route between Elturgard and the Sword Coast, it's probably also possible to book passage on a boat, barge or ship headed for Baldur's Gate.