In the Final Mix ending he was fighting Riku, Sora was asleep so there couldn't be in the fake Twilight Town then. He went to the fake one after he was defeated by Riku.
He couldnt have been in TWTWN just yet, because Riku hadnt been recruited by DiZ and sent to get him, but it had been enough time for Roxas to have been sent to TT and retrieved by the organization so he was probly in the world that never was, there ya go