To do the grenade jump in the final escape, prepare a wall charge jump aimed as high as possible, then throw a grenade and do the jump 1 frame later. Hold the jump at least until you bonk the roof, continue holding right and feather (unclear if feather is actually necessary) until you trigger the second part of the cutscene.

To find the position to do the charge jump from, refer to these images which show the lowest and highest position where these inputs will work (there may be some spots outside this range that work, but this is a particularly wide window). The small indent above Ori's hand in the first image is a good visual cue for this.

The y-position Ori is at in these images is, respectively, 553.06 and 553.69 (around 20x larger than the vanilla R1 OOB position).

Reference video: