No, there IS a bug there, but it happens under specific circumstances, that ends with a mismatched transfer point, and the reason going to local towns like Valla fixes it, is they have failsafes in place that check for Coral in the party to 'keep you contained' to the merged world.
Viewing post in Branch castle bug
I may not have worded it correct, I ment, in the party as in the main party, not just who is active, that is irrelivant, cuase it's checking for her conditional to be set to ON, but Adder being recruited late game means he cuases a stray mismatch transfer point, to transfer player to previous world, and becuase the local towns are the ones with the 'Coral failsafe' they are the ones to fix you back to the correct point in time.
Bah I keep thinking how easy it would be for me to fix your a few other folks' issues if I could get your save files, cuase, I know how to patch these things, what do you think? I'd prolly use mediafire or discord, the saves are only a few kb at best