I can't imagine the secret would be how to have characters leave the Shadowlands. Doing so sems piss easy for those with an above average standing in the major factions of the Shadowlands. Kyrians obviously do it constantly, and are indeed magically transformed to be able to do so without any issue whatsoever, not to mention Ardenweald literally has that giant portal to the living world right there.
I imagine the big secret the Jailer will find is on how to extend his influence beyond the Shadowlands. His power comes from the Shadowlands, and we are given no indication he can influence anything else.
If I was writing at least I would make the big secret how to use the Shadowlands itself on other realms. Essentially how to break the fabricated stalemate between all teh cosmic forces.