No, I do not believe that you need to divide the exploration deck due to vanishing chambers. The exploration deck should only be divided when you explore a new chamber that has three main portals. Remember to deal from the bottom of the deck when you divide.
So ... you can not go back? What is the purpose of quit the distant tiles?
And another question... when all heroes have 4 wounds, the adventure is over?
The game ends when all the heroes are grievously wounded at the same time (i.e. they have been removed from the board).
You have to take five wounds to be grievously wounded (or your hero has to be on a tile that gets removed from play).
Vanishing chambers has multiple benefits:
Keeps the board size small
Means you don't have to do a massive backtrack if you took a wrong turn
Creates risk if the heroes become too spread out.