2) Fight your way out.
This is definitely delving into the “guessing” territory, if I’m being perfectly honest.
Even judging by the picture featured with this article, it looks like Daryl is pointing to something (Maybe an opening?) somewhere further in the cave, presumably close enough that the group may considering braving the horde to reach it. If so, the only way they’re going to do it is by fighting their way through.
How might they do it? Well, do you remember what happened in Alexandria when about half of the quarry herd bust into town? Rick, and soon, everybody else, picked up their swords, their bats, their clubs, their cleavers, their hammers, whatever they could get their hands on and started cutting down the herd.
Little by little, with everyone taking out ten each, the entire town managed to wipe out a large portion of the herd, which, I remind you, consisted of hundreds of walkers when it started. If Daryl plans on leading the group out through the horde, I would be highly surprised if he didn’t emulate Rick, and use this method of group attack to do it with.
Now, as a method of getting out of a situation like what we see in The Walking Dead…I wouldn’t recommend it. If you have a large enough group of people with you, if you’re all well coordinated, if you’re all proficient with hand-to-hand weapons, if you’re all suitably experienced in fighting large, tightly-packed masses of the dead, and you have a definite goal you can quickly reach, then maybe I would recommend doing it, but, barring even one of those criteria (Unless you have no other option), no. DON’T do it.