Ok I just started a new game and wanted to include Nalia in my party this time. The first thing I did after picking up Aerie and Nalia was to go to the Temple District and fight the slavers. Not the easiest fight when you're such a low level but who wants easy?
Anyways, after defeating them and selling most of the stuff I realize that I have 15000gp already and can go pay the Shadow Thieves to get me to Imoen. Now my question is, can I go to Spellhold (thus the Sahuagin City and the Underdark as well) without Nalia running off because I didn't keep my promise and go to the keep?
I want Imoen as soon as possible so that she won't be that far behind in experience so I would like to skip the Keep-quest for later. Will Nalia leave the party in the middle of nowhere, will she just whine about it, or is her timer stopped when the keep is unreachable?
From what I saw in her script, Nalia won't leave the party in Chapters 4 and 5 (Spellhold and the Underdark).
There's nothing a little poison couldn't cure...
What happened here was the gradual habituation of the people, ... to receiving decisions deliberated in secret; to believing that the situation was so complicated that the government had to act on information which the people could not understand, or so dangerous that, even if he people could understand it, it could not be released because of national security.
BUT...
It has been known that it happened, possibly just a bug, but I recall reports from people who were complaining that Nalia left them in the Underdark. And most importantly, the moment you leave the Underdark, there's a big chance she will leave your party immediately to find someone else to clear the castle for her. So you might wanna play it safe and do Nalia's castle right away. Oh, and make sure you have all the patches installed.