I don't see why you'd be screwed by those little mishaps, as you've obviously managed to grab at least one axe. Dorfs can drink water (even if they don't like doing so), so thirst is not an issue. Shrubland should have enough shrubs to provide your dorfs with food and with seeds that can be farmed into crops that can be used to produce booze.
You've also got logs, which means you can make a screw pump that allows you to recover your wagon resources. Since it's a pond, you can also lower the water to a level where you can recover the resources (although that can backfire if it rains, but a roof over the pond would block rain), and as an alternative you can drain the pond from below, leading the water off elsewhere. Both of these options assume you've been able to claim a pick, of course.
Since it doesn't sound like the surface is swarming with undead, I only see a minor setback (and, for the future, you may want to try stairs rather than chopping trees down to save what's climbed them. That's the better option if they're not on the brink of dying of thirst/dehydration).
You can also wait for winter to reclaim the goods, as you can just channel down into the pond two weeks before winter (as it was ice when you arrived two weeks after winter). Since you've noted the trade liaison didn't show up you shouldn't be too far away from the pond freezing again.
If you didn't recover any pick, the best bet is to build a screw pump in preparation for spring, and I'd consider building more than one, but ensure the water is disposed off such that it doesn't slosh about sweeping pump operators into the water. Once you've got a path to the goods, I'd aim at recovering the picks but nothing else, aiming for safer recovery methods for the rest of the goods.
And, by the way, unless you've been sitting on your hands, you should have been able to produce goods to buy a pick from the caravan. If you haven't quickly build wooden trap components, as they're seriously overvalued.