Fallen Knight

The fact that he respawns in the same place is normal. The question is – were there cutscenes after capturing Castlecross? Were there any errors in the console?

Yes, there was a cutscene after Castlecross and after Mythgard.

Here, for some reason, you can just pass through on the racetrack. https://imgur.com/a/8kY75ce This is the Castle on the other side of the water.