Unfortunately this is a terrible glitch which 99% of the players encounter and the stupid developers won't patch even after months.You can try deleting the game data(NOT the save file)and play it offline as it seems that the previous patch is responsible.In my case that didn't work and i was forced to join sb else who was in the same chapter.You can try both ways until you succeed.
Joining another person's online game did not succeed. He seemed to be unable to go anywhere else except Milkwood, like me. However, I was able to see many other locations on the map - unobtainable. Boo. Very disappointing.
Triangle --> Delete I think