Here’s how to how to escape the tunnels after the alchemy lab and outrun the knight in Nancy Drew: Mystery of the Seven Keys.
Once you finish in the alchemy lab underground, you cannot go back the way you came in. Leave the Alchemy lab and turn left. At the node (hallway intersection), turn left to see the picture on the wall of the person holding a torch. Take the path to the left of that and follow until you reach the next interesction with a light on the wall. Turn left (if you are in Classic mode, you will automatically face the right. Turn around to see the gate ahead.) Go through the gate and get ready to run.
In these old tunnels the Knight will start chasing you. Follow the path past the caged skeleton with tables, and at the chained skeleton walk past to the right. Continue straight until you stop at a gate, turn left to see a rocky path leveling upward. At the end is a ladder to the right, click on that to exit.
Here’s the full video walkthrough:

