this one is using what you stated (in blue) as a knowledge base OK ...........so do this
#1 dose not know what platform your on, but bring up your map, this will show you where you are and the direction your facing, if the map comes up world view you can change it to show interior
your map will sort of grey out in the areas you have not discovered yet and there should be a marker showing your final destination even if it appears to be hanging over nothing
every time you change direction in game when you bring up the map you can see if your going in the right direction
#2 as a rule (80% of the time) ............when you go down corridors and your turning LEFT a lot, your going into the quest and its objective............if you are doing opposite, and truing lot of RIGHT its will eventually lead you to the exit
#3 the more you move the more lost you will get, ............leave a trail of bread crumbs, use empty looted chests, mined ore veins, looted body as markers......when you get to a place and find object you have not looted yet on a regular basis it means your on the right track .....and get ready for combat
#4 so sorry but SAVE SAVE SAVE ..............before quests do a manual save,
hope it helps