Something weird happened with Sauro

NG is japanese slang for "not good/not allowed/forbidden". It's a standard error message.

Because you went through the dialogue too quickly, it didn't load the variables for Sauro's question quickly enough, so it gave you a glitched question. And from there, here's what I think happened.

Ending sauro's question dialogue activates a "send chat message with red text" script, as well as a teleport which takes you to a random Wibo map (in this example, Halios mansion). But that teleport updates to become the selected Sauro fight (without the "send chat message") if you answer the question correctly. Since the question was glitched, it could not update the teleport, so you get sent to a random Wibo map regardless of what you do.

In any case, it's not really a glitch. The game just has no check to ensure that the variables have loaded. If it did check, then it would pause the game before displaying the question, until the variables were loaded. Lots of NPCs have checks like this.