Yes, and not just one way.
The first method is to use Teleportation.
For the escaping Shadow Death Laborers, this is an extravagant hope.
The second method is to take an artificial passage.
The legal artificial passage is at Baldur's Gate.
There lies a large underground structure called the Dark Abyss, which one can take from ground level down the spiral staircase directly to the Dark Zone.
— Baldur's Gate on ground level, built a subterranean city right beneath the Dark Zone, and the "bridge" connecting the two is the Dark Abyss.
As for the illegal artificial passages, Noland Lee didn't know where they were; generally, they are dug covertly in the wilderness by outlaw wizards for smuggling trades.
Baldur's Gate is 900 kilometers west of the Stone Forest...
The Shadow Death Laborers don't need to eat, drink, or relieve themselves; as long as they cautiously avoid shadow demons, it's still possible for them to reach that place...