Nightgaunts snatch them, carry them high into the freezing and barely-breathable air on the very verge of the North Wind, and dump them someplace horrible.
Ixian necromancer-slavers land and take them captive.
Rel is passing through and challenges them to a game of dice. If they win, he sends them somewhere almost reasonable. But if they lose...
They descend into a volcano, travel through an underground hellscape, and are eventually ejected elsewhere in Hyperborea by a giant geyser or whirlpool.
The snake-men have a partially-disassembled Atlantean airship hidden in a cave. It can be put in working order if the missing parts are retrieved from the hideous monsters that guard them.
They lasso a monster sea serpent, sacred to Yig, and ride it to safety (sea serpents won't submerge if they have riders... probably).
A mysterious ice berg floats past, and they are able to hitch a ride. Needless to say, it is riddled with tunnels and crawling with ice daemon servitors of the Ashen Worm.
A powerful magician arrives on the island and offers to teleport them in exchange for some terrible bargain.
Last but not least: swim for it!