I see, it’s just that outside from this let’s play, I never heard about this. So that’s why I thought to ask here to see if someone more experienced with Thracia than me could share their thoughts on it, thank you very much for your answer.
It is possible (in vanilla). The event definition in that chapter handles as following:
If one is dead, the other will return.
If captured, they are treated as dead within that event.
This fact is well known in speedrun circles and has been published videos.
Both have Tanya being shipped in chapter 3 and picked up in chapter 21x.
In Super Thracia, it may have been possible in the version of the time. It seems that most of the gaiden chapters have been changed to regular chapters in the current version and must be passed through.