At what points of the game are you trying to escape?
What is your system/os?
Holding down KP_PLUS and hitting the spacebar works for me in version .12/.2, what version are you using?
More info would be handy to get a more useful reply to your problem.
As for myself..having same problem when trying to escape from Shofixti so i don't have to kill him (during melee) Running both on Win2K and XP I have tried all keys on keyboard to escape. All i have found is the pause and escape key Fire button is either Spacebar or CTRL Speical weapon i hit Shift key Try to Escape... still running .1 version on both systems