It's not related to windower, it's a known issue that was even reported in the
May 2016 update notes. Vague note, but this is clearly the same issue - there were reports of this happening in the month or two before that update. Hasn't been addressed at all, to my knowledge. I've seen it happen on Windower, and I have friends who don't use Windower who have the same issues.
I think I recall reading somewhere that it's a bigger issue (or maybe only occurs) when the cape user is in a town. Just tested on my main and mule/alt:
1) Player 1 in Qufim Island, used Nexus Cape to warp to Player 2 (leader) in West Ronfaure. Worked fine.
2) Player 2 in Southern San d'Oria, attempted to use Nexus Cape to warp to Player 1 (leader) in West Ronfaure. Failed.
I'd be interested to check if there are issues warping TO a leader in a city as well, but 20 hour cooldown means I'll either have to wait until tomorrow or see what others have to say.
Edit:
Several other people here reported it happening at least as far back as May -
link
Also, some bug reports of this issue on the official forum:
April 2016
August 2016