Welcome to feu!
I haven’t used the world map so I have no clue.
However, the event code for CG display is not properly functional in vanilla fe8 - it only shows 1 CG. There is an febuilder patch to fix this, but most people just use BGs instead of CGs, as they are basically identical except BGs have better features. CGs might’ve been planned to be in 256 colours mode as the text uses sprites instead of background layers, but if so they had to scrap that plan as the only feature CG has over BG is that you can draw a little box on the top left of the dialogue that says who’s speaking. But you can’t show sprites (eg. Units) at the same time as a CG, so it isn’t that useful.
I would suggest that if you can’t get it to work that you can always swap to regular eventing before moving to a chapter without saving to get back to the world map mode. They do this when moving to Castle Frelia, for example. You could also look at how vanilla does things for reference.
Good luck! Hope that helps, though I don’t really know a complete answer for you.