I'm incapable of killing the boss in this dungeon and I did a quick save inside the dungeon and I have no other save files, am I screwed?
I don't think it's possible to climb back up the hole you fall down to access the dungeon, so yes, I think the only way out is past the boss.
I believe the way to tell which is the "real" Sigdis is that he has horns on his helmet and the fakes that he summons do not have horns.
I have found the most effective tactic to be standing on the platform where his coffin is and use bow and arrow or offensive shouts from there to target the correct Sigdis. This is a very difficult encounter for a melee character, especially at higher levels because Sigdis will disarm you when you get close to him.