I think in this current public update (0.44), Tao still stay at Junkyard. I still can bring him in the Junkyard dungeon. Does your Tao disappear after you free him?
You mean waterfall? The 'actually' waterfall will unlock after you finished Curse of lust event in good ending. But if you mean 'Nauxus take a bath at waterfall' scene. You can trigger this scene randomly (RNG) when you visit Nauxus after you finished his quest (not all quest, just a quest about talisman). When you visit him and event is trigger, there will be 'a eye' icon appear at top-left of your screen, you need to click it to see a CG.
This is where I am at right now, and is there any way to trigger this? Sorry about the picture quality 