How exactly did the dandelions escape the war? Did they enter the data world? I’m confused because before they realized they were in the data daybreak town they used to think they were in the real one instead.
That’s exactly what happened! It seems when Ephemer and Skuld took Player’s hand, they unknowingly entered a data version of Daybreak Town and all its world projections, as well as the Keyblade Graveyard (we can assume that world is also data because otherwise the Union Leaders would already know how to leave the Data Daybreak Town, which they do not currently).
As for the OTHER Dandelions, it seems like they missed the war completely (probably leaving before it even started), as the group Ava enters the Badlands with I’m assuming is her own Union, not the Dandelions. Skuld seemed like she was going to join the Dandelions in the exit, but it looks like she stayed behind after all otherwise she would not have been in the scene with Ephemer and Player previously mentioned.
As for Ephemer, he was away for a long time “preparing” the world the Dandelions were supposed to enter (also said here), so I think during the time of X when he’s missing, he’s actually in the place the Dandelions were originally supposed to go to, so it looks like it’s after he returns for Player that he unknowingly enters the data world. It may be that Ephemer had always entered the data Daybreak Town, but I don’t think that’s the case because why would the Dandelions need to train in the Realm of Sleep if they’re just entering a data world, and why else would Ephemer be in an unchained realm able to enter Player and Skulds dreams if he was just in a data world?
We don’t know EXACTLY how the Dandelions left the world since we never see it on screen, so I HOPE the exact scene where they all leave together is eventually shown, because it would 1. answer a lot of questions but 2. just overall be a super emotional scene since there’s so much build up to it in X and Back Cover!! I hope this helped though!