head back to the Arena where the Word Wall is located, the exit is directrly behind the Throne the Draugr Deathlord/Dragonpriest sits in.
Yes you have to pull the loop on the chain.
It should be on your right side when facing the directional arrow.
If that doesn't work, it may be prudent to go back to an earlier save, and perhaps realise that unleashing an ancient Volikhar Vampire princess upon the world is not exactly a very smart thing to do; especially if you wish to join the Dawngaurd.
The very best thing to do is to leave the old bint where she is!
Just watch your back, Serana hasn't been eating for hundreds of years. That's the first strategy, next time she might be lucky.
That is something many people miss.
The thing most people miss is that she is a VAMPIRE LORD!
Many people got upset because the Dokakiiin couldn't marry her, without, in my humble opinion, thinking it through.
Shes been svcking your blood while you sleep, and constantly fooling you.
You look in to her deep red eyes and think love love love, while she only sees blood blood blood!
In my experience, the male Dragonborn usually falls under her spell immediately, and is a hopeless thrall to her for the rest of the questline.
That's because you don't get out from where you came in. But quite all non-DLC dungeons have a different means to exit.