As well, if she had the ability to travel between planes, why did she need to board the nautiloid to come back to faerun?
Horizon Walker cannot fully travel between planes.
They are limited by the ability to find portals and temporarily stay in the Ethereal Plane, which acts on them like an Etherealness spell. And they have the ability to move between planes in the blink of an eye, that is, teleport a few feet forward.