So in Chapter 18 you need to fight Dione with both Cynthia and Eliana. After then defeating her, she will flee instead of dying. THEN, in Chapter 19, Dione will appear as reinforcements sometime during the chapter (Turn 8 or so I think?). Just to be safe, I fought her with both Cynthia and Eliana again, without defeating her, but I'm not sure if those two fights are necessary.
After that, she will appear again in Chapter 20 on Turn 1 under your control.
Can't say anything about support convos.