Their fates were sealed
Pelle described the farm as a “four hour drive north of Stockholm.” That’s way out there in northern Sweden. Especially after witnessing the two elderly people commit suicide...there’s no way they could make it out of there. Look at what happened to Connie and her boyfriend; arguably the two people who freaked out the most after that incident. They were quickly taken care of. And everyone else didn’t bat an eyelid. That skin the fool guy heard Connie scream for her life but didn’t make much of it.
One would assume the rest would be under close surveillance after that. Even if you somehow managed to slip out...it’d be a trek to try and find the main road(they clearly weren’t paying attention coming in) Who knows how far the nearest town was. And slipping away at night would make navigation even harder....plus considering the black guy was killed at night as he snuck in to their “church” to photograph their sacred book...means they were being watched....even at night. Slipping away during the day may have been even harder...even if navigation would be easier. But say you do managed to do so. You’d be on foot and not knowing where to go...unless you just head towards a general southern direction. They’d notice you’re gone in maybe less than an hour and find you. They had transportation and you’d be on foot.
And none of those guys knew how to hot wire a car. But even if they could...they still wouldn’t be able to find the main road with ease. They’d still get chased down. And the villagers would notice the car gone or hear it start if you did it at night.
Pretty scary and hopeless situation to be in. The best option for an escape would have been to first not freak out like Connie and her bf did. Then a good approach would be doing a bit of recon in terms of seeing any viable escape routes. If one is plotted/charted that can take you to the main road. Your best option is probably mid day when everyone is busy with something and leaving your bags behind. To give the impression you’re still there. And take your chances. Because sticking around meant a horrible death.