Okay so due to recent reveals in LOK I came out with a theory on how Aang could have went into the spirit world to save the moon spirit without being captured by Zuko. They were in the Northern Water a tribe right? So Yue could have led Aang to the northern spirit portal where he would open the portal go in, get help, come back and close the portal before the moon spirit was killed. That also would have prevented him from being captured by Zuko. And he would have kept his bending in the spirit world.