Also it will not work if you are trying to use the Eternity Ring to teleport to your partner when they are currently in an instanced area (in other words, inside a Free Company house/private house/private chamber/apartment or one of the Stormblood zone instances, although I do not think that is the issue here as I thought Azzim Steppe was not instanced).

So I concur that you need to unlock flying in that zone to teleport there/complete the map in order to use the Eternity Ring to tele there I'm afraid.