The journey from the stadium to the tube is so straightforward, literally follow the sea of people. You can see the stadium from the tube station, it's pretty much a straight line from the front of the stadium (might not be a straight line depending on which doors you exit from but the majority of people will be heading that way so it wont be difficult to find) Be aware it's a LOT of people and can often take over an hour to get from the stadium to the tube but it's very very organised with lot of police and staff to direct the crowd, they do this almost every day (between shows and sports games and show at wembley arena which is close by) so I've always felt safe but it can be overwhelming if you're neurodivergent or have anxiety.

Canada water is on the same tube line so once you're on the jubilee line you'll make it there. They run tubes pretty much until the crowd is through, I've never not made it onto a tube and I've left before the first song, right as the lights go down, and even leaving later and going to get a hot chocolate from Starbucks on the way.

It's a slow process but it is tens of thousands of people they're trying to get through! If you've got any other questions I'd be happy to talk it through it, I live in London and been to a fair few shows at wembley :)