I've actually brought this up during the early alphas, and after a long consideration of Nifflas he told me that it was pretty hard to pull this off due to how the game works. Quests are shown on the map, and the active quest shows with a blue color on the map too. When you start another quest while the current quest is active, the places change to i's. So you can always go to the i's and collect the items. Once a quest has its items but you didn't yet go back to deliver them, those locations change to a ?. This allows you to basically play all quests through eachother and still be able to finish them properly. Only the story itself is a bit harder to follow, but if you have 3 quests at the same time open, that should not be a problem. Most of the quests are not story heavy driven, and those that are, you probably do them right away.
As for move quickly through the map, there's something in the game that will allow you to travel quicker. Since the game itself will tell you about it once you discover some rooms and I'm not sure if you already have, its a bit of a spoiler to mention what it exactly is. If this all says nothing to you, then you haven't been there. Otherwise you probably know what I mean.
The area I'm refering to is called the Disorder, and you need to enter it at specific locations.
Was it called void in alphas? Now it's called the Disorder.
There's also at least one secret that lets you travel from one side of the world to the other.