My crew was doing the Shores of Gold tall tale. When we reached the final vault where you fight the gold hoarder, a crew mate did not make it into the vault. He went to the mermaid to return to the crew and it spawned him where the Heart of Fire tall tale takes place under the Devils Thirst. When myself and the rest of our crew died inside of the final vault we also then spawned under Devils Thirst, ultimately ending our Shores of Gold tall tale attempt. Wanted to bring this to the developers attention to see if there is a way that does not happen again.
EDIT: Thanks for the support guys! I got a support ticket response from the devs and they are looking into the bug. Best of luck on the seas!