-- If level contains several region triggers buttons will appear on minimap allowing to switch between them"
as its noted in the patch note. Level should contain additional level triggers. Please do not mistake it for connecting levels without loading.
Divinity Engine 2 allows to create level consist of several regions. For example you have a tavern with 2 floors. In editor you create both floors on the same level and assign region triggers to them (how to do that you can find in modding section). In normal designed level those regions would be connected with stairs object but clicking which you would be transferred to next region - you can see that in main story a lot.
Before patch Game master had to click same interactive object to transfer too. Since some level design can presume regions to be not connected via such objects Game Master suffered from ability to transfer between such regions. Now that issue is solved.