So I recreated my PoE1 legacy through the main menu, chose "Pallegina disobeyed her orders from the Ducs" because her ending in PoE1 for me was she was banished, but joined the Kind Wayfarers

 

I've just met Pallegina at the docks and she refuses to join me and leaves (I'm assuming forever), whatever I say. Is this right? Will Pallegina not join me because the legacy creator is somewhat lacking in specific detail (I lost my PoE1 save), or is this some bug waiting to be patched?

I came across something later that tells me that might just be part of the narrative, but I'm not too much further than where you are so I can't say for certainty. 

I can tell you that I met her at a different place, and she joined me. And I recreated my legacy too, and did the same choice.

After you met with the queen and the two factions you can find her in the HQ of the Vailian Trading Company just in the south of the shore

Great, thanks all.