If you scroll down on that quest tree, you will see that when you finish the three main streets (Cyclops Lane, Triton Avenue, and Firecat Alley), then you receive 3 main quests that will lead you to the next world of Krokotopia.
BUT, you also receive a Side Quest, "Colossal Trouble", that will take you to Colossus Blvd.
Did you finish all of the Main Quests on Cyclops Lane, Triton Avenue, and Firecat Alley?
Check your quest log file to see if you have any of them still to be done. Then when you talk to Headmaster Ambrose, he will send you to Colossus Blvd.