Nuclear Warhead Cooked in Wine
my guess on the mystery woman who saved his bacon is Xue Luo the pureblood protoss he met In his early days.
Went back to look, highly likely Xue Luo indeed. Her and companion forcefully left the Gravel World through the use of "Virtual Eye". So they either straight up went through virtual realm which Lin Huang just recently discovered or through the great world. Remember this gravel world is unique and alive, it's not easy to leave it if you're born in it, especially if you have no connection/knowledge about greater worlds. The core of the world is a fragment of a goldfinger of a powerhouse above lord level or even above that who is currently Lin Huang's sister awaiting rebirth/full recovery just like our MC isekai'd into Lin Huang with a goldfinger.
I'm surprised we didn't get to see how his Monster Paradise upgraded. Also, is he only allowed to enter the virtual world 3 times a day or can he enter as much as he wants so long as he doesn't die 3 times in a day. Because he entered to put the cabin, left to put ring in, went back in to cultivate and then elevate to Lord level. Left again. Then entered and changed locations and dropped his cabin. Left again to put his ring in. And now entered again. In total he has gone into the virtual world at least 4 times during this day.