Right where you fight the Vampiric Mists and such, there is a broken bridge to the left. Across from it is an area where your character can walk, and there's even a barrel where you can get a couple of gold coins or some other minor treasure.

Is there some way to get over there without using Ctrl+J, or is just one of those places, like on top of the Pirate Lord's house in Brynnlaw, where you can go but you're just not meant to?

It is just one of those places ;) .

Dimension Door should do it.

Problem is, only NPCs can use Dimension Door in BG2. I guess Aegor is right.

As can Solaufein NPC mod. Not entirely sure if you can reach brynnlaw by the time you have him unless you use another mod so yeah...maybe not.

AFAIK, Dimension Door isn't available for playable characters (in a Vanilla game) because if used in a certain way, it could potentially break the game during the Spellhold part.

Solaufein having it is coherent with all the cutscenes before he can join your party, that's right. If you do have the mod installed, I guess you could get him @ Brynnlaw by using the CLUA console. I'm not sure of how that'd affect the Underdark part, though.

You don't need to console or anything. Not sure how you get back out but Brynnlaw and thus Spellhold are on your map after you come out of the Underdark. They have Icons sitting out there in the Ocean. As does the Sahaugin City and the Underdark.

I've just never had any reason to go back there myself quite honestly to double check. I know that going into like the Underdark again you just walk yourself out through the doors to the elf stuff again.

AFAIK, Dimension Door isn't available for playable characters (in a Vanilla game) because if used in a certain way, it could potentially break the game during the Spellhold part. That's interesting. Would you mind explaining this a bit more specific?

Starwalker, they do have icons there, but you still can't go there. Might just be a "you've been there" kind of a thing.
Of course, you can go back to Underdark the same way you came, but other places are inaccessible. For a reason too. As it was pointed out in the game, not many a man wants to go to Brynnlaw. And for the Sahuagin City... well, if you climbed up the hole you came down, then you could get back there. Too bad you can't.
But, as for sailing to SC (or rather, above it and diving dow), it's impossible. The characters simply don't know where to look for it. They know it's some days (or less, I can't remember the exact time before the Githyanki attacked) from Brynnlaw, but that's wildly inaccurate. And after that, you would have to dive down. Not too wise when you don't know where you should dive.
Hmmh... perhaps somebody should make a mod, like "Extended Sahuagin City and Brynnlaw" or something like that. It would be nice.