>1) Is there a way to avoid a conji summoning?

In addition to what was already suggested:

You can kill the nightgaunt.
You can move from one continent to another.
You can get killed. This one can be hard to do since the nightgaunt will want to carry you away once you're hurt enough. It's also probably the least satisfying way to escape.

>2) Is it possible to recall from Shadow Grove (I quaff a
>return and a teleportation and failed both)?

Nope. A potion of return or teleportation isn't random at all*. If you're in a situation where it can work it will work every time, and in a place like the shadow grove it won't. However, a healer could use the supplication sanctify room and then you would be able to recall from that specific spot.

*Well actually if the veil is really, really thick any potion can fail I think, but that basically never happens.