Is there any reason the “movie” couldn’t just start with Episode 3 and the opening crawl updated to state that Ahsoka and Sabine are en route to stop villians who broke Morgan out of jail and have a map to Thrawn?
Think of it as:
- ACT 1: Recovering the map and failing
 - ACT 2: Interconnect Ahsoka and Anakin with Sabine/Thrawn/Ezra
 - ACT 3: What’s to come, TBD
 
As much as I loved the introduction of Baylon and Shin, I agree that this is probably the best way to start the film.
Then, maybe the Baylon/Shin scene could be some kind of poat-credit cliff-hanger scene for a previous film.