Yup. Escaping would be the best way for Sanji since DD still has the blind Admiral to backed him up. If this happens, it seems to me that Dressrosa will be the stage for the upcoming battles. And DD will surely be there.
The only advantage Sanji will have to DD is right now they are above sea water. If Don Flamingo is really a string devil fruit user then Sanji can exploit a devil fruit user's weakness.