Hmm, if you want to escape, not delve, just start at the bottom right? It sounds trite, but that's what I'd do. If you had a mines/gladiator arena thing going you have lots of reasons for slaves in great quantities. You put the characters in the mines at the bottom, layer the gladiator bit above that, and then at least one more layer above that for living quarters and admin type stuff (or whatever). You can start the characters off essentially naked at the bottom, move to picks and scavenged armor, but fairly quickly let them reequip when they hit the gladiator level. Then they can tackle the rest of the complex.
If the complex in question had been abandoned for a long time prior to being resettled by the demons/devils or whatever, perhaps built by someone else entirely, you have a plausible reason for there to be a lot more dungeon than just the part currently in use. Plus the party could stage raids into the inhabited part for 'reasons' and explore the uninhabited part.
You could throw in farming caverns with disgusting mushrooms, or whatever vile plants you want, and the meat, naturally, comes from the slave population.
The reason for the resettlement could be whatever is being mined. Delving for a lost artifact, crystal shards of a fallen god, something cool. Maybe that's a carrot for the players, something they can try to steal and escape with. Or, alternatively, this could be a Return of the Jedi thing and there's someone already imprisoned in the complex that they have to find, liberate, and then escape with.
