This is how you get the missable hot springs event (Women's Membership Hot Springs Thank You Party CG):
In chapter 4, once all your parties are dissolved and you have to create new ones, do only the following:
1. Go to the New Academy Building (Just above the crater and slightly to the left of its center).
2. Go to the Morohenjodaro Ruins and clear the labyrinth.
3. Go to the Old Academy Building where you form parties.
4. Go to the Korakora Public Bathhouse Ruins and clear the labyrinth.
5. Women's Membership Hot Springs Thank You Party CG unlocked.
Do not go to any other available dungeon because you might trigger the Grand Prix announcement. This CG is not available after that announcement and, for that reason, is missable.