Basically, if you have lots of time and don't get bored on long bus-rides, there are plenty ways to get most everywhere in the Philippines from Dumaguete without having to fly to and from Manila.
Rome-to Rio isn't very accurate with their itineraries, to get to Boracay from here you could take a bus to Bacolod (5-6 hours), then the ferry to Iloilo (1 hour), and then a bus to Kalibo/Caticlan (another 6 to 7 hours) and a short boat trip to Boracay. Not something you should try in one day though . Remember that distances might not seem very long, but the average speed of traffic is low, also for buses.
From anywhere in the Philippines to Palawan isn't really feasible without flying to Manila or Cebu first.