Nel goes only to areas you've been through and have battled and won.
I've been through every area up to the Dark Forest (slime, wasp, beach, cave, magma place) and grinded at them all and am currently level 48
Edit: also how do you increase your SP? Really enjoying the game btw (other than having to spam click every time I train with Nel lol)
Edit 2: First problem fixed, just reopened game, Nel took me to the Dark Forest