I'm personally leaning more on the theory that we try to take Ala Mihgo first, but it fails spectacularly because surprise, Ilberd's dumb stunt brought much of the Garlean forces to the border wondering WHAT THE HELL JUST HA- NO WAIT, WHAT IN BLAZES THAT THING IN THE SKY IS. And in the middle of it all, the Warrior of Light gets captured in the retreat by Garlean forces (likely deciding to cover for the Alliance's escape, because he/she at this point is tired of standing by and watching bad crap happen to their friends).
As Regula mentioned towards the conclusion of the Warring Triad, the Empire is far more likely to be practical rather than vengeful, and would probably try to convert the WoL rather than execute them. The WoL presumably explains exactly what the hell happened at Baelsar's Wall, along with bonus dialogue regarding what the returning soldiers from the end of the Warring Triad had to say about the WoL and Regula (I imagine devs will make Warring Triad arc required to be completed before moving onto this phase, like how HM Ifrit/Garuda/Titan had to be cleared before 2.55 quests).
The Garleans decide they're simply happy with having the WoL in their possession, and that they won't mount a full scale invasion into Eorzea in retaliation, also knowing that such a thing would immediately destroy any chances of the WoL joining their side willingly. So the Garleans decide to ship them off to Othard to see how their occupation has actually improved the lives of the citizens there (and maybe kill a Primal for them), which also has the added benefit of sending the WoL far out of reach of the Eorzean Alliance's rescue attempts. Or so they think - Yugiri, stealthy as she is, would catch wind of the WoL being sent there, and notifies her fellow rebels in Othard to rescue them upon arrival (via the presumably messenger eagle seen in the cinematic).
Or at least, that's how I imagine this playing out.