PC, Windows 10.
Yes, after the first cutscene on this map, you should go left, triggering the second cutscene.
This image is after the second conversation they have, correct? During that conversation, Alion's sprite should change to being nude. Does that happen, and then she disappears. Or, does her sprite change at all for you?
I tried it on my second computer, and my phone, and I didn't get that bug on either.
Very strange.
I'll have to try to do some research on that type of bug. Do you have a phone or tablet you could try it on? If not, no problem, you've been a big help so far, and I thank you. Perhaps one of my updates will magically fix the problem (probably not, but I can hope).
Edit: On the next update, I'll do a constantly running a parallel process turning the transparency of the player to off. That way if some event is accidently turning her transparent, that should counter it.