That explains why there's no new locations

You have to talk to all the Prinnies. I talked to some of them, apparently not the right one. That’s in Disgaea 5: Alliance of Vengeance, I have the complete Switch version. Also, it might be on the PS4, didn’t need to get a Switch to play it. Except I can take the Switch with me.
Update
Prudencio has the info you need.