Then how to explain the moment where Roxas "left" Sora? Does it mean that after the death of Axel, he did not sleep at least until the events of DDD? And yes, when Roxas came to talk to Namine, he was transparent, but when Roxas came to fight with Sora in "The World that Never Was," he even left the portal of darkness, if this was an illusion, why was he seen by Donald and Goofy? (It seems they saw him as far as I remember?)
The fight that Roxas/Sora had in TWTNW was just inside of Sora's heart (as it was on his Station). He didn't actually "leave" Sora, just manifested to him. Donald and Goofy did not see him; Samurai Nobodies appear, time freezes, and they go to the Station. After the fight, Sora asks what happened, and they explain that he disappeared and they were fighting Nobodies that had showed up in the meantime. This is a purely metaphysical fight.
Also, Jiminy's Journal says:
Jiminy's Second Journal Entry for Roxas said:
Organization XIII's Number XIII, a Keyblade wielder and denizen of darkness.
He vanished with a satisfied look after battling Sora—but Sora was the only one who could see him in the first place.
The scene where Roxas/Namine fade back into Sora/Kairi is where they both are fully "merged" with their Others. DDD revealed that he has his own heart so he's just asleep inside him again, alongside Xion and Ven, waiting to be restored and truly become his own person. Where they are as of DDD and at the start of KH3. Sora was only able to see Roxas (and Xion!) in DDD because he was asleep himself, and as others have mentioned, emotional impact was important to all his appearances.
The Heart Hotel residents are aware of what's going on (and in Ven's case, can actually help him when he gave his armor, but this was again
inside Sora's heart). They can interact with his heart but not the physical world. As of the Monsters Inc. trailer, Ven is the only one who actually talks through Sora. But that's also much different then Roxas or Ven taking over Sora's body to fight, or projecting themselves to the others, and we don't know how things will change within KH3.
Well, this frame from the game is very interesting, here Roxas calls Sora while in some dark place. Does it mean that he did not "fall asleep" immediately and was conscious for a while, since he could call Sora? A similar place is in the manga where Roxas is no longer asleep.
This is right when Sora is waking up and Roxas is merging with him. So this would be when he goes dormant. Even though he's aware, he's still dormant and can only "act out" for things that are emotionally impactful to him. Like saying goodbye to HPO or Axel's death.
I apologize in advance, I do not know how to hide the image under "Spoiler".
[ SPOILER ] remove the spaces between the brackets [ /SPOILER ]