Experiencing the same issue.
I just got the airship in the Merged World, and flew to the small island where Branch Castle is. Entered the castle, got Lord Adder as a party member, and upon leaving Branch Castle I'm back to the original world map, and my airship is unfortunately nowhere to be found.
Going to a nearby town such as Valla or Mecksinburg and then leaving causes the map to revert to the Merged World, but of course my airship is then out on the island with Branch Castle.
I've tried going to Camp and then leaving, or just tenting, in hopes it might resolve the issue, but no luck.
Unfortunately I overwrote my save while in Branch Castle, so now am stuck back in the original world map without an airship. 😭
Fortunately, this game so far has been SO INCREDIBLY good that waiting for a fix will definitely be worth it! 🥰 Blackmoon Prophecy has brought me back to a part of my childhood I never thought I'd experience again, and it's absolutely amazing the work that uprc has done.