Actually, to my mind, and in the orginal E&E scenario, I only want a couple of things:
A way out immediate captivity: lockpicks and a wire saw
What I need to run back home: compass (for direction), space blanket (OG for choice!) for shelter (or similar - you won't have time to knock up a lean to with fire if you are running hard with anyone on your tail, but if you do get to lie-up, an instant shelter makes all the difference), a water bag and purification tablets (if you are moving any distance, drinking water is pretty important)
Most of this is small or flexible for concealment. I'd like lots of other stuff, but this isn't my EDC or a PSK, it is my response to the original question.