I think there should be only one exit. The level that contains the exit must have only one way to enter, to actually make it hard. It could be Level 3999, Level 92233… or any other that isn't a trap or the Main Nine.
I'm not really a fan of no-clipping becoming an ability, imo it should be unexpected.
I'd enjoy the idea of an extradimensional being, as much as it would be a bit hard to define it; maybe something like the One-Above-All would be cool.