Started an escalating nightmare dungeon solo in Torment II. First dungeon was The Nesting Pits. The dungeon was marked completed after killing the Strongroom boss and Escalating Nightmare Dungeon temporary quest ended. I still went ahead and killed the dungeon boss but no teleport to the next dungeon appeared. I ran around the dungeon map to see if it spawned elsewhere. Nothing. 2nd time it has happened after completing a stronghold during The Nesting Pits.
I guess, don’t do the stronghold if it pops in The Nesting Pits.