Hello,
In order to trigger both Sirma and Umbra introductions, the 'Forest Area - Deep Woods' need to be entered/completed on "Story" (so while progressing through the Forest), not on "Roaming" (where it can be redone at will once completed).
Indeed, if these had already been completed, it would require going back to at least the end of the prologue.
Annie takes her position in the Tavern upon the first visit, after her dialogue with Ellanore.