I don't know what you're imagining the Ecuadorean embassy to be, but it's actually just a large-ish apartment in a normal apartment building. There aren't that many doors, probably only a front door and a fire escape. And from the photos, I don't think they're on the ground floor either, so they can't even tunnel out...
That's one of the reasons they want rid of him - they didn't have much space to start with.
I for one hope he gets to take a senate seat in Australia. Under the rules of parliamentary privilege you can say anything in the chamber without risk of prosecution. Imagine he'd have a bit to say...