Go back to the Prime Minister in the castle. I think she gives you the disguises. (There might be some other way to get them, I'm not sure. There are at least two items you can get from talking to her that are necessary to progress, but the council invitation can be found in a second location as well. Considering how obscure it is to need to talk to her, the dev might have made everything have an alternative.)
Yeah my first play-through had prime minister personally stop me and give me the disguises, on my second playthrough I was rushing to recruit everyone before any other events and with Yterre as my last recruit: Jyla simply had an extra conversation after speaking with the maid and then invited me to the sea-market mansion to formulate plan (disguises).
Makes sense there's multiple paths; it was same for me with stuff like council invitations having multiple ways to initiate.
Also, side-note on Annie discussion: tried to keep re-matching the arena in hopes of maybe it triggering upon X defeats (considering what Rosen King said). Only thing beating Wu-ka seems to do is increase the reward and make her stronger each time. My end game party is starting to struggle now that I am at 5k+ gold rewards tier. I am scared to know if she can keep getting stronger. Tried touching everything in and around arena too.
Edit: I wonder. Is it possible that the event might be tied to one of the punishments for either the 1st fight (turn her human) or 3rd fight (take off collar, turn into puppet, etc?