It was mentioned many times in Star Trek: Enterprise that the thermobaric cloud surrounding the Delphic Expanse would let you into the Delphic Expanse, but not let you out of the Delphic Expanse. One mention is in mind which was done by space pirates.
The Andorians followed Enterprise NX-01 to the Delphic Expanse to obtain schematics for the Xindi super weapon (to use it against Vulcans). They returned after their mission failed. Shran's appearance in the Sol system during final combat against the Xindi super weapon confirms that they returned successfully.
As far as I know, the Andorians didn't have a technology like the Xindi's subspace vortex travel. How did they cross the thermobaric cloud barrier without it?