Recurring Nightmare

I completed the mission and reached the indicated destination. I defeated the boss and talked to the NPC at the end. After returning to the city, the mission remained, so I went there a second time to contact "Sin", entering the area where "Sin" is located. The mission changes to an encounter with the final NPC after defeating the boss. I don't know what to do to continue the campaign

After speaking to Sin at the Quarry, did you enter the Belly of the Beast? You will then get to the final 3 minibosses and then the Depraved Trinity, which is the final Act Boss.

Then you speak to Lilly to return to Oriath.

Yes, and i talk with Lilly, and didn't return to oriath. Now, when i enter to this destination is total empty

If you open up your waypoints, do you see a tab for chapter 10 now available? You can just use that to proceed. You don't even have to talk to Lily after killing the Act 9 boss (for people speedrunning the campaign, it's much faster to just reset to town and use the chapter 10 waypoint).