So when you're horribly mauled and being dragged around on a leash, how to do you save your character? Is deleting your file the only course of action? 

There are ways to escape on your own or with the help of factions with who you have a good standing (they will come after you spend some time in jail to safe you). If those ways don't work or take too long you can open a secret menu and there you can remove all your retains, for that you have to click on the gag in the main menu to enable the cheat, open the menu in game and you will have the cheat menu.

eventually you should either get rescued wich give you a friendly npc to help you remove some restrains (stay next to any ally npc gives a lot of bonuses) or allowed to roam free.

with money, you can see wich part are keeping you stuck and pay the right goddess to remove all peices of this kind.

ghost will help too if you're not too submissive.

a good choice of starting perks can also make a softlock less likely.

You can also escape by... standing still. Sound funny but after you do nothing and "be a good girl" for a couple hundred of turns they will actually let you go (they won't pursuit you but they still can put restrain on you if they feel like so). If you have good reputation with that faction they will release you sooner so it's a matter of patience.