If you dove-tail the end of this adventure to Out of the Abyss, instead of TPK (or even if they finish the main dungeon), you can have them awake feeling like a ton of bricks fell on them… and they try to put their hand on their aching head only to find… they are chained and in a Drow prison somewhere deep in the Underdark… with a sadistic overseer… and ALL YOUR EQUIPMENT IS GONE… /Insert Evil DM Laugh/

However, I would caution new DMs that OotA isn’t for the weak of heart — it’s closer to a campaign setting with a story arc. Requires a lot of DM prep to avoid becoming “Oh no! There are more bandits on the road”, but I’ve had a good time running it (we’re almost to the half-way mark!)