As far as I know there's no rules to cover this situation so I can only offer general guidelines from a storytelling point of view.
Thus the primary answer is that what happens is what makes for the best story. If it's a minor point then it can be skimmed over but if it's a major plot point then the storyteller should have already worked out what they want to happen and then they can justify their decision in one of several ways:
Multiverse
This is the probably closest to what the rules inadvertently spell out, WoD appears to be designed with each 'race' keeping to itself and thus this sort of situation would never arise so there is no need for an explicit rules to govern the situation. with this option each member of the party goes into their own 'correct' Umbral realm and has their own simultaneous experiences. This is the hardest work for the storyteller as they will have to keep the characters 'in sync' in other ways.
The Opener of the Way
This is a reasonable justification if the storyteller wants to keep the party together. The person who initiates the move to the Umbra is the one who determines which realm the entire party follows them to. This is similar to the concept of opening a gate or doorway that others can then come through but doesn't fit the rules quite as well.
Holding Hands
A variation on the above but where the participants must willingly choose which Umbral realm they will journey to as a group. This is the option that fits your question the closest as it is the intent of the characters to travel to the same destination that matters.
Where You Come From
Similar to the above but with a different slant, the location that the players leave from determines where they will all end up. Somewhat more fudgy though as it may directly contradict some players expectations and would probably have to become a house rule for consistency's sake.
Strange Trip
The last option is to send the players somewhere else that they weren't expecting. Either as the result of a 'bad trip' due to the conflicting characters, or as a blending or merging of several realms in a form of shared world. This is a good option for an adventure where the storyteller doesn't want the players to be able to freely come and go as it can be easily justified that only the particular circumstances of time, location, and persons gives rise to the particular destination.