[spoiler]I think his main concern was a dimensional anchor or something of the like.[/spoiler]
[spoiler]Dimensional Anchor is a ray you fire at an individual. You can put it on an area by including it as the "extra effect" in an
Unhallow spell, or you could use the 8th level Dimensional Lock spell. Dimensional Lock has a visual effect (green field). Both of these have very limited areas, though.
The
Forbiddance spell can also be used to prevent dimensional travel within an area, and has a much bigger area. You'd almost certainly know if you walked into that because some of you would be damaged by it, though.
So if the area was warded magically against teleportation, you'd probably know, except for the Unhallow case. And that could be detected via Detect Magic or whatever.
Chances are people in the underdark aren't too worried about putting up teleportation interference spells in general, because the underdark itself is enough of a deterrent against anyone trying "Scry and Die" tactics on them. The only time they'd use stuff like this is if they wanted to prevent people from
escaping, and that would only be used in traps/holding cells/etc, which means you probably wouldn't know until you were in one of those.
[/spoiler]