I suggest adding a recipe to convert a Cave Exit to a Cave Entrance and vice versa. Thus you can convert your Cave Entrance to an Exit when you are running in the cave and want to get out.

There is a Tile Reconverter mod uses a hot-key for converting between certain items, might be a good approach for this: https://mods.factorio.com/mods/Arcitos/TileReconverter

I have personally been meaning to check if it would be a multi-player problem to just auto-convert entrance/exit on placement depending on if you are above/underground, and maybe use a single recipe.

at some point i had a conversion recipe in, but took it out since it felt a bit bloated as then there would be 4 recipes for pretty much the same thing; i think swapping between the types outside might be better. for now i think crafting exits and entrances in advance works good enough from my point of view