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Please excuse me for asking something that is apparently self-explanatory...

... But is there any trick to finding the emergency exits in Descent 1?

Obviously, the first level made it really easy for me and set it up right next to the reactorthat I had to destroy. But after I blew up the reactor in the second level, I though I simply had to return to the violet-marked gate on the map; however, I just got a kind message saying "This door won't open", shortly after which I just blew up together with the mine.

Maybe I stumbled upon it accidently before I got to the reactor, but it isn't marked in any way on the map, is it?
This question / problem has been solved by CDN_Merlinimage
Before you blow up the reacor, find the exit. As the levels rise in number, the exits are harder to find. They are not always near the reactor. You can drop markers by pressing F4 I think and put a name to it. It will then show upmon the map.
Markers are only in D2...but yeah...usually you'll see the exit at some point as you play through the level. Just make a mental note of it, and maybe before killing the reactor go check and make sure you know how to get there. :)