Waterwell

As dungeons go, Waterwell is possibly the most misunderstood. The name alone is neither a lie, nor a truth as it is staked in the middle of the Brine, a desert that expands days in either direction, and yet has a source of water where the name comes from. The Waterwell is a simple dungeon that doesn't have many guards, but isn't needed. In fact for a dungeon if a prisoner wishes to escape they can, but will find themselves unable to come back in. The outer layer of WaterWell's wall is litered with prisoners who desired to escape, only to die coming back and dehydrating to death.
The dungeon houses infamous murderers, evil lords and ladies, and even those who where imprisoned for multiple reasons. A peace within the dungeon was formed between the "prisoners" as only the underground of the dungeon held the cool damp air needed to survive the area. The guards were the only ones who had access to the water having any would be trouble maker to find it unwise to bother them. Food comes in, through a caravan that has enough food for 1 month, sometimes a week more, but only enough to last for a short period of time. With the guards regulating consumption it lasts throughout the time needed, and no prisoner starves, or goes without a meal.
From what the talk amongst the prisoners say there are 3 straight ways of escaping. The first is simply walking out the front door. The guards haven't stopped anyway, but there comes many issues with doing such. The Brine, besides being an expansive desert, holds dangerous wild life that has grown to be both dangerous and monsterous in nature. If avoided the desert is simply a three days walk from Waterwell to one of the two closest locations, Thunderport and Quaint. But to survive a treck would be difficult, near impossible without food and water. The issue with carrying food and water accrossed the ocean is that it draws monsters, like Sea serpents and Lobstrosities, with only completely closed containers being an effective way to prevent attacks. Second would be the well, but a choice like such could be more perilious than walking the desert. Dropping through the actual water well that the dungeon is known for. Besides the constant supply of water it gives it is a direct connection to the undergound maze of water ways occupied by the monsters. Unlike the desert such creatures are more well noursished by the wildlife that grows within. Without a map or a certain way to leave any who travel within may find themselves old and rotting before ever able to escape. And last is the caravan, which has its own sleath of issues. The caravan is lead by a astral steed which disappears if the owner within is taken out. Breaking into the caravan itself and traveling the desert brings the same issues as traveling with food in hand, and lastly the guards have and will defend the caravan with their lives, cause if destroyed or messed with means death to all within the dungeon.
So how would one escape?