If I understand you correct you want something like this:
And before you can get to Z you have to complete Y, and you want the character to follow the line from X to Y, indicated by O in above illustration?
If that's the case you can just predefine each path the character can take, and you could probably just use path finding behaviour.
Player is on X
Right key is pressed
Player find path to Y
On path found
Player move along path
And if you need more ways for the player to travel from X you just add them, and check if down arrow is pressed instead of the right one for instant.
You can then just add the lines as graphics, as the path finding behaviour, will always move straight from A->B, if you use standard settings.
If you don't want straight lines, you can just add "Waypoints" along the lines, and then path find to them first until to can reach the next map.
Since I cant draw it exact here, just imagine that at x1, x2, y1 the path is actually making a turn :)
So it would look like this:
If that was what you meant ofc. :D