Hmm... that's weird.
Just tried to find similar bugs on Mastodon github but nothing that fitted this exactly...
Did you do all the transfer steps in the order listed on the guide? (https://fedi.tips/transferring-your-mastodon-account-to-another-server/)
You have to first do the alias on the new account and then wait some time for the new account's server to set up the alias. (Steps 1, 2 and 3 on the guide.)
After you've waited for some time, you can move on to step 4 on the old server.