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I completed the main scenario quests in these two regions and got back to the Exarch with both Alphinaud and Alisaie. My question is whether the storyline ever takes me back to those two areas. Lots of side quests and what seems like some open areas yet to explore there so should I just go back on my own?
If you look on the map, or try to explore the areas you'll realise on your own that a good 70% of those areas cant be explored due to some barrier that is impassable without flying or otherwise. Not only that but you may see FATEs on the other side of the map you cant get to that are much higher level than you. That should answer your question. No need to ask something rather obvious on the forums.
Half of those open areas are barred by MSQ progression. So just continue on with that. Wouldn't hurt to do a couple side quests that are available if you want also.
Despite its apparent 'rather obvious' nature no one has provided the obvious answer: if you only do MSQ in the two starting zones there will be no next MSQ after Holminster Switch/Warrior of Darkness. Two choices: 1) go back and do the side quests in the starting zones, 2) run Holminster switch again (and again). The next MSQ, An Unwelcome Guest, is only available upon reaching level 72.
Okay straightforward answer--keep doing MSQ, it will take you there again. You have barely scratched the surface at this stage. It would not make sense for there to be so much inaccessible space and such a detailed location that only appears for the earliest levels of Shadowbringers.
It's the same principle with how the early bits of A Realm Reborn, you're not done with Ul'dah, Gridania, or Limsa Lominsa just because you took an airship for the first time.
If you're not leveled enough for the next MSQ, grind. Re-running the most recent dungeon gets a lot of exp quickly. You get good money and more story for sidequests. If you're hurrying, just re-run Holminster Switch a bit. If you're cool pacing yourself then sidequests until either you hit level or are close enough that Holminster Switch will finish you off.