I'm stuck in the dessert caves, there's no world map, and unless you stumble across the intended "door", you're just doomed to wander forever.  There are ladders and treasure boxes that are blocked by unmovable debris.  Also there are ropes and pickaxes, but no amount of "Z"ing them does anything,

Now I have an overdue princess, I'm out of buns, and there seems to be no way out of the caves.

End game.

If you mean the caves where they took the kidnapped dancer, I'm lost there too. Some ladders aren't even blocked by anything but still can't be climbed, and I'm just wandering around the same places over and over. The ability to see an overall map of where you've been so far would be hugely helpful!

In your inventory there is a teleport you can use to get back to the City.  Then you can use the gate to go back to the cave