Does anyone know if there is a way back into the Thalmor embassy after the the main quest you do there? I tried to get back in through the main door but you need a key and the secret cave entrance can not get you back into the dungeon does anyone know where or how to get in?

You can't. Which is why every guide says to collect the Stone of Barenziah while in there.

Someone mentioned using the Whirlwind shout on the path you got out of.

http://elderscrolls.wikia.com/wiki/Stones_of_Barenziah

It says something about glitching through the exit cave.
Fairly sure I grabbed the pretty pebble on my way past (I nosed in everywhere, because I'm curious about stuff), but I guess I'll go back to check now.

Yeah I don't know if I got it or not, so I will need to get back there at some point, but it doesn't say how to glitch into it.