Would a wormhole enable escaping our local group, in theory? From what I understand the current assumption is that we will never be able to travel beyond our local group because of the accelerated universe expansion.
As to naturally occurring wormhole, I don't think there is any accepted and likely ocurring phenomenon that creates a wormhole, let alone across galaxies.
So most likely, no.
https://www.wikiwand.com/en/Timelike_Infinity
His work generally uses this kind of extreme physics as plot devices and he's one of the best hard sf authors for this type of physics exploration.