I placed three proton cores, and one was detonated, and I was told to find another. I did this--from the missile--and set the 4th one. The quest log said all that I had left to do was kill the Master and get off the ship.

 

Well, I kill Nihilous (what a marshmallow) and then head to the exit. BUT I can't leave!

 

I've gone to each of the four detonation points, but no cuts scenes. I reloaded the save point after I set all 4 cores and then killed Nihilous again. Same result: cant' leave ship.

 

Should I go back all the way to the beginnig of the level and begin again or am I missing something?

You can't leave? What is the message given when trying to exit through the hole in the romp where you came from?