Sunny had begun the Third Nightmare in the mists of the Estuary. However, that was only because the Mad Prince had ended his last cycle there — in truth, Sunny was always meant to begin the Nightmare in the same place where his future, Supreme version fell into the Great River after entering the Tomb of Ariel.
He was that Supreme version now. The point where he had fallen into the Great River roughly corresponded to the current era, which meant that Nephis had to be somewhere close by — they were contemporaries, after all. The two of them had just been separated when the Chain Breaker overturned, throwing them both overboard.
That was why he had been able to find Nephis relatively quickly in the Nightmare. That was also why they had to sail past Weave and brave the time storm before finding the Chain Breaker further downstream, where it must have crash-landed after losing its helmsman.
Of course…
