There's a bug with the mystery involving Mikki where you can escape the dungeon but the quest doesn't update. If the quest doesn't update fast travel is blocked for the rest of the game and I don't see any way to get back to advance the quest. If you go all the way down the tower Mikki will start talking to you as if you've met but haven't tried to escape yet. Problem is he appears to be in a separate cell right next to the one you're in and the only way to access his cell is through the mystery and being teleported there. He's stuck in a quest stage and can't be reached.
It would be really cool if you could fix this. This was one of the first things I did in the DLC and I consider it to have negatively impacted my experience in what I think is sort of an already overpriced and underdelivered DLC.