*Be wary of spoilers*
Ash Lake might be only place in where you can get stuck without a route of escape if you don't have the Lordvessel, but I remember seeing a video in YouTube showing how to get out of there without it.
Also the only thing that you need to warp between places is to get the Lordvessel. Putting the Lordvessel can open or close the Darkwraith Covenant depending in how you do a quest that is really never explained to you until you defeat The Four Kings before giving the Lordvessel to Frampt to talk with Kaathe.
Or, something along those lines.