I don't really see a missing region in there anywhere >.>

When going from Ul'dah to Gridania you take the north-eastern route. On the world map provided that takes you through Thanalan, Paglth'an, Vugr'am River, Hathoeva River and into the Black Shroud. At least, that's what it looks like. It's not all pictured in-game but it's there.