Chocobo lost ive heard of, but i dont know what the solution was. That might need to be submitted to a GM in game.

As for traveling, are you using the teleport option or are you interacting with the aetheryte in town? The aetheryte itself can only send you to Ul Dah locations, but your teleport command should allow you to go anywhere else you have attuned to.

As for friends list, im fairly sure they do have to be online at the time for it to work - and he might have to not be busy doing a dungeon. Try getting him to come to you. Click on him, then bring up the contextual menu(right click if keyboard/mouse). There should be an add to friends list option on that menu.

If none of those things work, it makes me wonder if you dont have a corrupted character data file. Not that i know how to fix that either, but its a thought.