
OK, Grimble, listen up ^^
Download HexEdit. Link to site with download link
Make a backup (just in case) of the file WORLDMAP.WMP, normally located in your ...\Black Isle\BGII - SoA\save\*savedgamename* -folder.
Open up HexEdit and from there, browse to, and open up the WORLDMAP.WMP file.
Use the "Find" function and choose "Hex" out of the three alternatives.
Find "43 44 45 78 69 74" (without the quotes) and replace with "000000000000" (also without the quotes).
Save as WORLDMAP.WMP and replace the existing WORLDMAP.WMP file in your saved games folder with the new, edited version.
Close HexEdit and try once more to travel to the Underdark Exit area.
If I've got this right, the Hex string "43 44 45 78 69 74" seems to resemble the ASCII string "CDExit", and all of these "CDExit" strings need to be exchanged. The string "CDExit" seems to mean that you can't enter an area, that there are no valid entry points. This explanation to it all is just my own guess, though

(There are a lot of these "43 44 45 78 69 74" strings in the WORLDMAP.WMP file, so don't think you're done after replacing one of them with "000000000000". You have to get them all)