Once you get to the library area, there is an easy to find hole in a wall that lets you fall out of the normal dungeon area, and into an open grassy field. If you go south towards the entrance portal, you see a large red arrow floating in the sky, but if you go far northwest you see a possible new dungeon in planning stages.
Also, in Scarlet Cathedral, if you go behind the building where the first boss is, you can find a spot where you can just walk through/under the wall and explore the outside area. Nothing too interesting out there though.