Question about Hypogean Gaol

Currently, I have the option to proceed through the Forbidden Woods or surrender to the kidnapper at Cathedral Ward to go to the jail in Hypogean Gaol and fight the boss.

However, I'm worried about that; do I have to beat the boss there (and exit the jail) in order to progress the level or is the boss optional and I can return to Yharnam whenever I want?

Solution 1:

The boss of the Hypogean Gaol, Darkbeast Paarl, is optional.

It might be worth noting that the whole area changes fairly drastically when the Blood Moon starts. The Blood Moon starts

when you beat Rom, the Vacuous Spider

Solution 2:

If you get kidnapped and brought to the jail in Hypogean Gaol, you can return to Yharnam after finding the lantern on the floor above.

Hypogean Gaol is a completely optional area if you enter there via one of the Snatchers killing you. When you enter the zone this way, you are given the early chance to fight powerful enemies for a good deal of blood echoes, find some nice gear, talk to a missable NPC, and fight an optional boss. After spawning in the jail, you can follow the stairs as far up as you can (encountering several enemies along the way) and find a lantern which will allow you to come and go as you please until the Blood Moon descends (which is a story related event).

After this event, the aforementioned lantern will be locked, but you will be required to return to this area via different route. The zone will change a bit when you finally return, offering different enemies and a new boss, but that optional boss and the non-missables will still be waiting for you.