Inspired by RedTera's comment on DaleM's answer to another question:
I also thought Wave Echo Cave was connected to the Underdark but couldn't find where it was mentioned. Do you have reference?
Given that I'm currently running this adventure and do plan on extending the adventure beyond the end of what's written by going into the Underdark, I would be very interested to know if this is indeed the case. I looked through the pages that describe the Wave Echo Cave dungeon and couldn't find anything myself...
(Note that I could easily make up an entrance to the Underdark if it turns out there isn't one, but if there is, might as well use what's there.)