As far as deities go, one of the big ones you're missing is Jehora Jeheyu (found in the north). Generally speaking, Jehora Jeheyu is by far the best-rounded deity and he works with pretty much any class no matter how late or early you discover him in the dungeon. The Glowing Guardian, Mystera Annur, and Tikki Tooki are also highly regarded but are considerably more specialized. One of the big advantages of JJ is that at the cost of 25 piety he will stop punishing you, so once you've bought him off JJ is literally all upside and no downside!
As for Locker Items, there's one big one that you really want: the Crystal Ball. I believe that comes from the second Den of Danger. That item is basically on par with the vicious artifacts, so it's a must-have. I'm not sure what your current status is on the "complicated task" quest line, but you really
want to have the Schadenfreude potion unlocked in your shops. It's effectively a full mana restore, so it's exceedingly valuable, especially for elves.
As for Labyrinth, there are a few tricks with Rex. First, when Rex chases you he never
appears at a diagonal. He will always appear above, below, or beside you. If you position yourself so you have an escape route at a diagonal, then Rex will never actually block you off. The WEYTWUT, PISORF, and ENDISWAL glyphs of course are all great choices to carry around to help you escape from Rex.
Second, he has relatively low HP and no magic resist, so the answer to blasting him is magic. Prepping a Crystal Ball is advisable. If you begin fighting him about level 7, you should have no difficulties whittling him down. For the sake of argument, we'll say you're an Elf Assassin with 40 damage, 18 mana, and a charged crystal ball. Hit him once (40 damage), hit him with 3 fireballs (86 damage), activate crystal ball and hit him with three more fireballs (96 damage), now go and attack a monster to level-up (6 burning damage), annd toss three fireballs at him (98 damage). Rex is now dead and you didn't use a single potion.Finally:
I do occasionally write guides on the Wiki
. If you have any requested dungeon you'd like me to fill out, I'll do so.