Well I don't think this is a repost or anything I've looked around and couldn't find anyone else doing it. I did not find the way to get out of Saph's room but I think I found this. Enjoy hope video explains how to do it I will answer all questions I hope you like it
YouTube - How to Skip Sapphiron 3.3.5
P.S. If anyone knows how to embed just post it so I can make this post easier to watch.