OK, so I have done the 'Night to remember' quest and got the Sanguine Rose.
Just before you are transported to the Misty Grove, I noticed that there are some large chests in that area in Morvunskar. And also below the stairs.
I went back to said dungeon after I finished the quest to see if I could get into the chests. I managed to get into one (and found a prety good ring) before being transported back to the Misty grove.

My questions are:
1. Can you get to the chests without being transported?
2. How do you get back out of Misty grove? I have a marker pointing to the 'exit' but I cant get to it.

There is no way back out after going in once the quest is finished. I don't know about the chests but you will have to load a previous save to leave Misty Grove.

per wiki: "On the PC, you can open the console and type "tcl" to toggle collision, and then fly under the map, just below where you enter Misty Grove, to find a door that will take you back to Morvunskar."

if not on pc, previous save is the only way to get out.

OK guys, thanks for your help.