This discussion may contain spoilers!
So start off, this is my opinion/theory. Please don't bash on me or the thread if you don't like it and have something negative to say. Take that somewhere else, please. Thanks.
So, does anyone remember that shard of glass that Lee picked up in Savannah as he had his 'bada**' moment? That was near the building that Kenny saved Christa from. In buildings that are as tall as that one, there's obviously stairs. He could have made his way down the stairs and jumped out a window. Other than that, why would Telltale put a shard of glass on the floor? And we did hear him in pain, there's a chance that he was bitten on the fore arm area and cut it off, we've seen Hershel (TV show) survive from it. (But the reason why Lee didn't is because he cut it off too late depending on your decisions). As for the alley way, he could have done the same thing, broke a window, got to a building and broke another one to get out.
As a-bit 'un-realistic' as this sounds, I'm a Kenny fan. So you'll see why I made this post. lol