I'm not sure what happens next in this Grand Prix series. My page, 2015-2016 FIDE Women's Grand Prix, gives the rules as they were announced in August 2015. The fourth and next event was to be the last. It is listed on the FIDE calendar as:-
Women's FIDE Grand Prix Series; Chengdu, China; 1-Jul-2016 to 15-Jul-2016
Under 2016, the calendar also lists, without start or end dates, another event:-
Women's FIDE Grand Prix Series; Khanty-Mansiysk, Russia
This supports a curious article posted on Chess-news.ru, that I give here via Google Translate: Grand Prix women's new member, the new rules. Among other news, it mentions,
On the FIDE Presidential Board, held in Moscow during the Candidates Tournament, it was decided to change the format already ongoing series and instead of originally planned four stages to organize five.
This is confirmed by List of Decisions of the 2016 1st quarter FIDE PB (fide.com; 13 April 2016):-
1PB-2016/14. To recommend the bid of the Khanty-Mansiysk for 2020 Olympiad, 2019 World Chess Cup, 2018 Women’s World Chess Championship and 2016 Women’s Grand-Prix tournament for the approval, should there be no other bids at the deadline.
As far as I can see, none of this has been documented in FIDE's 'Handbook > D. Regulations for Specific Competitions > 09. Regulations for the 2015-2016 Women's FIDE Grand-Prix'. Business as usual at FIDE?