If you reach Winter City without completing 'Royal Amnesty - Companion Quest', the quest is considered as having failed, as it should. But, should you later visit the Baroness with Etheryn in your party, Etheryn will ask the Baroness for support and be rebuffed, as if the quest is still ongoing. This occurs on Google Chrome (Version 108.0.5359.111 (Official build) (64 bits)). Sorry my smooth brain couldn't figure out how to open the console on a Chromebook 
Here's a screenshot. Note Etheryn's 'Queenly Raiment', showing that I have already finished Act One.
Here's a screenshot. Note Etheryn's 'Queenly Raiment', showing that I have already finished Act One.