Yes, I actually and seriously tried that and learned a bit about that.
Note: I am currently on the experimental.
First of all, starting as a captive is brutal. It really depends on your luck if you are going to make it or not. Even if you do get out of the camp, you are not out of danger. But lets jump right in.
Scout out the situation.
You spawn inside a mi-go camp. You are completely naked. The scenario starts in the winter, so freezing to death is very possible, but you have to get out of the camp as fast as possible. The foul air will drag you down, but it is preferable to death. I usually wait a bit to know where the mi-gos and other dangerous critters are located, since they all make sounds. If NPCs are on the same Z level as you, they will help you out by telling you where the mi-gos are. In some cases, I do not know if it is a bug, critters can spawn out of their cages, and dealing with a brute while naked means doom.
You will probably die quite a few times, since sometimes there just is no way to escape, especially when mi-gos use their slaver beam against you and block the only door you can use.
Try to get outside.
Try the doors leading to quiet areas first, as it is likely that there will no mi-gos there. After a while of trial and error, you will probably be able to memorize the layout of the camp a bit.
Close every door, as this can be crucial to survival. If you get caught by a mi-go, it is over and its faster to just commit suicide since death is very near anyways.
Get to safety.
If you made it and finally get embraced by that sweet winter air, be prepared for the hardest challenge so far. There will be even more mi-gos around. Check your map and see what location is the most promising. Remember that you will need warmth.
Depending on the location of the mi-go camp, you want to have a strategy here. If it is just open fields, run. You may want to crouch in forested areas. If a mi-go spotted you but there is hostile wildlife nearby, try to make them fight instead.
I learned this from many attempts to escape the mi-go camp:
- I just stepped outside and a group of mi-gos surrounded me.
- Mi-gos will spawn around the camp, so even if you managed to escape without the vast majority of them noticing, a single one can still take you out.
- Even if the mi-gos do not get you, zombified wildlife will. I got slain by some zeindeers on my way to the LMOE shelter.
- Unlucky spawns also exist. A camp spawned directly next to a city and the second I stepped out of that camp, I got greeted by a friendly hulk.
- A camp surrounded by worms is also fun.