Mac Version - Myst 25th Anniversary
At some point, when exploring the Haven world, Myst IV Revelation shows me a popup and asks for DVD #2.
Weird, this shouldn't happen.
When I open the game and continue from the autosaved age, the popup is shown immediately.
Hopefully I can go back to a saved game and continue from there without having that popup again.

You are not alone. Just hit this issue too. For me, I can reload the save and make a certain amount of progress, but then the DVD #2 message will pop up again :(
Did you ever figure out a way around it?

No, returning to a saved game and contue from there was the only way for me to continue the game.
So save a lot!