you need to finish the nightclub quest to get the pink haired maid Jeane, get your undead transformation from your first visit to torres and be shown that you can teleport with it (If I remember correctly Melissa the witch tells you shortly before you get the overlord quests). If you get the overlord transformation you can fly anywhere you want.
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If you don't have a buggy version of the game you should be able to pass the bridge (safe before you do to be sure) outside the capital than. If you reenter the capital and there is some debris on the place where your statue once was than reload and get a fix since you got your questline broken.
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I'll add a fix for the bridge bug for version 3.40 (the developer doesn't seem to care about it):
Extract it to www/data and overwrite.
*Edit*:the fix doesn't help you if you've already triggered the bug. If so try to get a new game plus after some game over (for example go for ganon castle or overlord temple game over if you can reach it). If that is impossible you have to either cheat yourself to some area to get a new game+ or you start from zero again.