Going by the title of your question alone:
Can a habitable world exist that would orbit in and out of a nebula?
The answer would be yes. As the planet orbits its star that orbits the center of the galaxy, the planet and its star could enter a nebula and pass through that nebula for thousands or millions of years and then emerge on the other side of the nebula. And then, after making a full orbit around the galaxy lasting for maybe two hundred million years, the star and its planet might reenter the nebula again if the nebula was still there.
Of course entering the nebula every 200,000,000 years is not exactly like having a regular "nebula season" every year, but at least it is possible.
Exoplanet GU Piscum b orbits GU Piscum at a distance of about 2,000 astronomical units and thus the opposite sides of its orbit are separated by a distance of about 4,000 astronomical units. An astronomical unit is the distance between Earth and the Sun. Thus a planet with such a wide orbit as GU Piscum b could travel about 2,000 times farther into and out of a nebula's borders than a planet with Earth's orbit could. I don't know if a nebula would have border sharp enough for that to make a difference.
Of course a planet with such a wide orbit would probably be many, many times as far from GU Piscum as the outer limits of GU Piscum's habitable zone, so unless there is a very exotic and alien type of life on that very cold planet there would nobody to notice the nebula seasons.
Of course there could be something like a brown dwarf star orbiting a star at a distance of 2,000 Astronomical units and there could be a habitable planet orbiting the brown dwarf very closely, close enough to be heated to a habitable temperature.
Of course the year of GU Piscum b is calculated to last about 163,000 Earth years, so the natives would probably not live long enough to notice nebula seasons.
Among the smallest known nebula types are planetary nebulae, emitted by stars during a certain brief phase of their lives. At any one moment there will be only one planetary nebula for millions of stars. Planetary nebulae are about a light year in diameter, and thus about 63,241.077 Astronomical units wide. So even if a planetary nebula has a relatively sharp border, a planet of a star right at the border of the nebula, with an orbit only a couple of thousand astronomical units wide, probably isn't going to take travel into very much denser or thinner regions of the nebula.
Furthermore, most nebulae are much thinner than the thinnest vacuums which can be produced on Earth. Astronomical photographs of nebulae are taken with long exposures many thousands of times longer than the time it takes for a human eye to see successive images. Thus nebulae look bright and opaque in photographs but look pale and translucent when seen through telescopes.
So the sky probably wouldn't look much different when a planet was deep inside a nebula than when the planet was outside the nebula, and people on even the widest orbiting planet wouldn't live thousands of years to notice what little difference there was.