At the point in the story when you met Varea and Frall, and Frall get injured, you'll have to find the demon Lucilla, who is in Dorgania. To do so, you will have to meet the merchant in front of you castle to get a pass, then board a ship to Dorgania. in the port city (of Dorgania) you will meet Lucilla and get a pass to get out of the city and travel in Dorgania. Then you can go to the capital, request an audience with the king, and ask him about the shared border. At that point, teleport back to Central, and go to the country management map, and interact with the two checkpoint with Dorgania. Once you've helped to repair both, the border will be open.