you could do it with action parts easy enough.
1. create a value & rename it appropriately. This value will be used to determine which scene to teleport to.
2. create a called by other action & rename it to something like "random_scene_teleport"
3. inside of the called by other action you created add some action parts like so...
Just call the called by other action you created when you want to teleport the character to a random scene.
P.S: you could technically sort it out with Lua script too, but you would have to specify the characters scene, their position in the scene & the direction they should be facing. So, using action parts is probably the safer bet.