To be able to be teleported to Diego's access you have to do missions for him.

First mission: Give to Diego 150 fish
Second mission: Give to Diego 50 fire bug
Third mission: Give to diego 150 dragon claw

NPC Diego is on Avadon City Access (+2 depo) 

Next access you can reach is Second Avadon City Access. To be able to enter this access you have to do quest for Vampiric Crest on Diego´s Access.