itch.io

When you say you had the "hot spring scene" do you mean the scene with Shanna and Naomi? If yes, and you had the events with Cookie to get to the magic spirit, the event should trigger in the secret prison. It doesn't start when you enter the prison, but when you walk on the tile in front and in between the two guards who protect the prison cells.
If neither of those things are the issue, you can post your save file so that I can take a look at it. I only need the one save file with the number of the save slot in which you have the problem.