About Della:I don't know the events of the Luminous Order and Cassedy, where should I start? And where can I find them?

You need to advance the events of both Elly and Ryoko, and you require the events of Akai in the work area near Aldlyn, before you can get to the island in the south.

Depending on what you needs, you can find the events of the different characters here: https://renryuu.miraheze.org/wiki/Characters