The Gyoll flows roughly north to south. It's mouth is on the
southwestern coast of the continent, it's headwaters near Thrax. Yes, Severian can't follow directions, but he does get where he's going, eventually! Nessus has been creeping upriver for millennia, as the river gets too polluted. The Citadel was once north of the city, but in Sev's day is on the southern fringes of the living city. Whenever Sev failed to follow directions he compensated, after beginning his journey to Thrax, by tending to keep traveling north. He went first from Nessus to Saltus, then to Thrax, eventually ending up in the jungles of the equatorial zone, always going north, following, roughly, the course of the Gyoll upstream. From the penultimate paragraph of SHADOW:
"And surely when I entered this second gate, I began again to walk a new road. From that great gate forward, for a long time, it was to lie outside the City Imperishable and among the forests and grasslands, mountains and jungles of the north."
Agia said, on the last page of SHADOW, chapter XIX, "The real jungle is dying in the north as the sun cools."
Hallvard lived in very cold climes on the southern isles in polar-chilled waters. He mentions the growing season being short because of the icy wind. As he says in the first paragraph of his story: "...many strange things happen in the isles of the south that you northern people never dream of."
Both Agia and Hallvard can't be wrong about their directions, too. No doubt about it: the Commonwealth is in the Southern Hemisphere, in what we call South America.