Hmm this reminds me a lot of escape rooms! I could not escape :(
Here's a list of the things I tried to do to get out:
1. Climb on the walls! An arrow pointed up, maybe I could walk up the house like its a ramp? Nope..
2. Run through the corridors a lot? Maybe if I run far enough there will be a special room? Nope.
3. Walk with the arrows. In the room with the blue doorway, they make a triangle. I walked in circles for a bit and was hoping for some sort of event to trigger but alas. Nothing behind the shield either!
4. Climb up the red stairs... very confused at this point.
And sadly I ran out of ideas. The music was a bop! I wish there were more clear clues/hints as to what the solution might be! Many a red herring can be found!