Hey guys, I am totally new at these things, so don't hate if I do anything wrong!

I love TES, but unfortunately there is a point in the game where i get spawn trapped all the time, it's in the mission with the Thalmor embassy. I got caught in the mission and now i'm stuck, and can't do anything except for getting killed by the guard. I tried several times to get out of the Thalmor embassy, but i just can't. Any tips or suggestions? I only have one save file on that account, and now I already created a new game on another account in which I currently am pretty far, so should I just go on with that save file? Thanks for the hints, and sorry if my English isn't that good.