Yeah, that's the Room of Death. There's a cheevo for killing those buggers. Most combos can't manage it,
especially when they first walk in to the vor armory. Come back when you're 50

As for escape methods on an alchie, you can itemize for it a bit. Double up or teleportation runes or go tele/movement infusion, get ahold of some escape items. Natively, you've got gem portal which is kinda' anemic but sometimes useful. Dwarves have a similar talent for their forth racial, so you can kinda' stack it if you're feeling like it. Shalore get a global speed boost from their first racial talent, which can help a lil'. Everything else with some movement options (Yeeks, ghouls, though the latter involves some trade offs) is probably locked to you, currently. Then there's a talent or two dealing with golem movement (invoke and some kind of swap-position, iirc) which can help a little, sometimes.
As for builds, the general alchemist build I use is an initial class point into golem power, then the rest into gem bomb until it hits 4/5 and alchemist protection opens up. Then I stuff every class point I get into alchemist protection until that maxes, and then the rest into the third tier bomb talent until
that maxes. Usually a point into golem resilience in there somewhere. After that, things get friskier depending on what I'm doing, but that's my basic "get me through old forest" build. Ignoring generic investment, anyway

The big thing is that with maxed out alchie protection and the radius boosting talent,
you don't need to invest in dexterity. Literally the other thing points in dex does for an alchie is increase your bomb throw range (at a rate of one per twenty dex, iirc)... and with the maxed radius booster, you hit out to a max of ten
anyway, which is enough to get you through pretty much the whole game. Defense wise, constitution is going to get you a lot more bang for your buck than dex (defense in particular is a pretty crappy, well, defensive stat in T4. Especially if you can't stack it pretty high, which alchies can't.). Standard stat spread, f'me at least, is to max out magic, and then alternate between con and willpower, keeping them even. Usually do this until I'm comfortable with my mana pool (not too hard, as alchies don't need terribly much compared to other mana classes) then switch to con/cunning, for the crit boost (which is small, but more helpful than mana I'll never need).