See video I made here:
By walking at his terrain at an angle, he can get outside of the map. It seems to be easier to do on the right edge of the map.
Along the same vein, the autopather cannot normally walk him through small terrain channels (created by placing his terrain 1 space away from a wall), but if you click and drag slowly through the channel, he can get through. This is the 2nd part of the video above.