Room with no exits?

My thief blew a tp box on level 9 and ended up at 4,18,6 in one of those rooms filled with question marks.  It appears to be a water anti-magic room (no spells work) with no exits (I have tried every wall multiple times).  Is there any way to escape this room?  Do I have to suicide and let the city guards raise me?  

It looks like there are other rooms of this type on the various maps, so it would be good to know how to handle them.

Thanks for any advice you can provide!