usually I just click different directions around the nearest squares when Thea gets stuck in the walls to get back out.
Good idea for some things.
I went into the door on the left side of the mansion, and I got stuck. If I had enough patience, maybe I could have eventually found a way without seeing my sprite to have her move back outside again. I tried for a few seconds, then reloaded.
The stairs in the auction room flat out didn't work for me once I went in there until I completed the auction. If I didn't have enough money for the bidding, or simply wanted to pursue a different method of getting the ingredient I couldn't. I was stuck in that room unless I chose to bid and win the auction. If you didn't have 700g, you'd be stuck. Also, I didn't want to bid on the item, but my save was in that room, or over 30 minutes back, so I ended up bidding on the ingredient. The game doesn't need handholding for things, but there wasn't a method to dress up as a maid that I could find, which I would have preferred to do. Like I said, once I went into the auction room, I was stuck there.
Navigating in the hometown is awful. It's a good thing you can teleport between signs.