This is how they arrived in Ninjago World and Save Jay in Ryan's Quest 2.
They arrived in Ninjago
Ryan: Look at this place.
Goofy: It's new.
Sora: I wonder where the people is?
And they saw a Blue tornado to pass them
Ryan know who it was
Ryan: Hey! That's Jay!
Crash: We better go see him.
Then they saw Heartless going to the Museum
Bertram: Heartless, first.
They went to the Museum and they saw a Scroll of Ninja
Donald: What's this.
He going to see it and then Heartless appeared
Donald: Found them!
They are fighting them and they're are too many of them
Sora: There's too many of them!
Ryan: Well, somebody help us!
Then Jay appeared and he fight the Heartless
Ryan: You're here!
Jay push them and leave with the School
Sora: What's wrong with you friend?
Ryan: I don't know, but did he forgot about who we were?
Donald: Why did he have to do that?
They left the Museum
Sci-Ryan: Hey, you noticed something. I saw a Girl with an Old Man heading that way.
Ryan: If Jay is here, that mean Nya is here too. Let's go see her.
They went off and they have to sneaky
Donald is ram the the door, but the Door opened
Donald: Hey, who opened the door.
Nya saw Donald and the others
Nya: Oh, you're so cute!
She hugged Donald
Nya: Ryan! Everyone!
Donald: Hey, put me down! You're crushing my feathers!
Nya: Oh. Sorry.
She put her down
Sensei: You came here to help Jay.
Ryan: So, where is he?
Sensei: He's at the Temple. And he's not like himself.
Nya: Yeah, he's not like himself lately. And even though, he lock my Brother and the others in the Celler.
Nya: Kai. Zane. Cole and Lloyd. They're in trouble, we tried to save them, but the can't get to them from that creature.
Ryan: Don't worry, we'll save them.
They went of the Cellar and they saw a Heartless that blocking the door, they are fighting it and they defeated it, they went and see no one
Sora: Where are you?
Goofy: That's strange, we came to the cellar to save them.
Kai: Did you say Rescue?
Cole: Quite, it might be them.
Zane: They don't look like them.
Goofy: Of course not, Nya send us to save you.
They came out of their hiding spot
Sora: Great to meet you. I'm Sora, Donald, Goofy, Ryan, Crash, Evil Ryan, Evil Anna, Bertram and Matau. I'm glad you're all okay.
Kai: Thank goodness you found us.
Cole: We were in that cellar for so long.
Zane: Jay locked us in. We try to talk to him, but he didn't listen to us.
Ryan: Well, can you help us find him?
Zane: Sure, follow me.
?????: It's time you dealt with Nya. She's scheming to take everything you have. This castle, your precious rose. And then---your life. Trust no one. Feed your anger! Only anger will keep you strong.
Jay: I've had enough of strength. There's only one thing I want---
??????: What? To love, and be loved in return? Who could ever love a guy like you?
(The Beast turns around angrily. The hooded man notices Sora and the others entrance. They are ready to fight)
??????: See? She has accomplices.
Ryan: Um, Jay, are you...
Then Jay attack them
Kai: Jay! What's wrong with you!?
Theu are fighting to come to his senses and they defeated him
Jay: Guys, what's happened to me?
Kai: Well, I don't know why, but... Um...
Donald: Well, you locked you're friends in the Cellar.
Zane: Well, you did.
Ryan: Who's that guy you're talking to? The one in a Black Coat?
Jay: Exon! that's his name. He came from the darkness... He...used my anger to control me. He took all my sorrow, my sadness, my pain---and turned it all into rage. There was nothing I could do... I could no longer see the truth.
Goofy: Well, I'll be. That must be why you threw all of your friends down there into the Cellar. You wanted to make sure that you didn't hurt 'em, right?
Jay: Was that it? Was it to protect them?
Goofy: Sure. We know you're good inside.
Matau: You cared for them.
Zane: He's right, Jay. We've all seen how kind you can be. After all... Nya can see the goodness in your heart, but I'm afraid you've yet to---
Jay: I've mistreated her... I've mistreated her and been so jealous from Cole.
Sora: She didn't say anything about that.
Jay: She'd never tell anyone of my jealousy... She's too good.
Kai (to Sora): You see, I'm afraid he judges himself far too harshly.
Sora: Why don't you just go talk to her?
Ryan: Don't say a word.
Sora: No excuses! C'mon, we'll go with you.
They went off and they went to see Sensei
Sensei: Ninjas, you're okay.
Kai: We are, and hey, where my Sister?
Sensei: She ran away from that Black Coated Person.
Sensei: Don't get to angry, Jay. You better go find her now.
They went off
Nya: I'm warning you! You'll be sorry!
Jay: Nya! Where are you?
Nya: Jay, Help! I'm at the Building!
They went off and they found her running away from something
Nya: I'm alright!
They are fighting the Heartless and they defeated them and they know Exon is watching them
Exon: Guess we will meet again, Crash Bandicoot.
Lloyd: Looks like we don't want to see him again.
Nya: You're Alright!
Jay: Nya... I-I'm sorry---I...wasn't myself. I hope I haven't done anything to hurt you.
(Nya smiles, making Jay smile back)
JayBeast: Forgive me.
Nya: I know you weren't yourself. You don't have to apologize. But I had hoped...that you might have changed a little bit.
Then the Scroll is glowing and then Sora and Ryan opened a New Gateway
Jay: What was that?
Sora: A New Gateway has opened. It's time for us to leave.
Ryan: Are you sure we can come back?
Sensei: You're always welcome here in Ninjago City.
Ryan: Okay, bye!
They left this world