Totally agree with many others here - sounds like we have a fairly new set of people, playing low level PC's, and when the group finally decided they were in over their head and tried to escape, they got screwed over. At least that's most likely how the players would have felt, which is the important thing. Most players would have made their own TPK, i.e. never tried to escape just kept rolling until they all dropped.
Personally, as a player, escaping from capture is about my least favourite thing, it just feel contrived because in reality you have to escape, otherwise why bother? I've played through Out of the Abyss, and the start of that really wasn't much fun - having no equipment, various other impediments, and miraculously escaping after a frustrating time trying to come up with escape plans, it just feels pre-ordained. I was DM or a Player in Against the Slave Lords once, and again I don't recall the capture and escape part being very memorable there, either.
You can't replay it, what's done is done.
If you did have your time again, I'd say just give the players enough information to make good decisions, and if they make a decent decision, especially one like "run away!", try and let them succeed. By all means "play to win" in combat, but don't set things up to the point where the players can box themselves into a dead end; at low levels, PC's die easily, so err on the side of making things easier, you can always make it tougher later.
For now, I'd say just admit you made escape too tough, and let the players choose between Escape vs New PC's. No doubt if they get new PC's, they will approach the dungeon differently, and if they do run away again, for goodness sake give them plenty of chances for that to succeed. Who knows, maybe their new PC's might find their old ones as captives, and that's how they escape...