In the Cave of Abaddon get to the highest rock in the middle (where the sun is shining) and then look at where the rock wall is and you should see a chunk of bridge that you can get on (from the sides of the chunk). After that you can jump up and walk right out.

I found this trying to find anything hidden in that room and it is interesting to see all the other stuff they created that you have no access to.

When you are outside and you want to get in the rest of the canyon then just keep following the rock wall and you will find the entrance to it.