We consider the following theorem
Theorem. Let $P(x)$ be a polynomial over either $\mathbb{R}[x], \mathbb{Q}[x], \mathbb{Z}[x]$ or $\mathbb{Z}_p[x]$. Then there exists a non constant polynomial $m(x)$ so that $m(x)^2 \mid P(x)$ if $\gcd (P(x),P'(x)) \ne 1$.
Proof. Let $g(x) \mid \gcd (P(x),P'(x))$ with all root of $g(x)$ are zeros with multiplicity $1$, or this means $\gcd (g(x),g'(x))=1$.
Then $P'(x)=g(x)h(x)$, we also have $P(x)=g(x)H(x)$ so $P'(x)= g'(x)H(x)+g(x)H'(x)$. This implies $g(x) \mid g'(x)H(x)$. Since $\gcd (g(x),g'(x))=1$ so $g(x) \mid H(x)$. Hence, $g(x)^2 \mid P(x)$. $\square$
From this lemma, we can prove the following proposition.
Proposition. Let $m,n$ be two positive integers and $p$ be a prime so that $p \nmid nm$. Then $\gcd (\Phi_m(x),\Phi_n(x))=1$ over $\mathbb{Z}_p[x]$.
Proof. By applying the theorem over $\mathbb{Z}_p[x]$ we find $x^{mn}-1$ has no repeated factors. Now suppose $\gcd (\Phi_m(x),\Phi_n(x))=g(x) \ne 1$ then $g(x)^2 \mid x^{mn}-1$, a contradiction. $\square$
From this proposition, we can say that for such $m,n,p$, $\Phi_m(x)$ and $\Phi_n(x)$ cannot be both divisible by $p$ for the same value of $x$.
Now, back to the problem. From what you found, $a$ is root modulo $p$ of $\Phi_n(x)$ and $\Phi_d(x)$, or $\Phi_n(a) \equiv \Phi_d(a) \equiv 0 \pmod{p}$, a contradiction since $p \nmid nd$.
In fact, your statement can be rephrased as
Let $p$ be a prime. For all positive integer $n$ and integer $a$ so that $\gcd (n,p)=1$ we have $$p \mid \Phi_n(a) \iff \text{ord}_p(a)=n.$$