When using GitFlow, if you have a Release branch active, and a Hotfix branch active, and you finish you Hotfix branch, changes are merged to the Master and the Develop branches - but they should be merged into Master and Release branches.

see https://nvie.com/posts/a-successful-git-branching-model/ 

The one exception to the rule here is that, when a release branch currently exists, the hotfix changes need to be merged into that release branch, instead of develop.