At the Serena, Date is chatting with Kazuma and sums up the storyline pretty nicely. While they discuss Yumi and Mizuki, the Serena gets a phone call. It's Shinji, and he reports that Fuma is actually alive. Not alive and kicking, though; Fuma is still unconscious after being shot. Shinji is trying to get a safe house set up for the two of them so he can look after Fuma, and will contact Kazuma when that gets somewhere. Shinji asks at the end if he should keep contacting Kazuma at the Serena. Kazuma: "Nah... I got a cell." Good to see he's up on 2005 vernacular.
When you get control, run around randomly around the Serena. Talk to Reina and Haruka. After Date gets bored of you bouncing off the walls, he'll advise that we go talk to someone named "Kage of Purgatory," also known as the "Legendary Informant," to see if we can find any leads on anything. Because right now, we certainly don't know a damn thing.
Date informs Kazuma that Kage is in West Park; West Park itself is known as "Purgatory." It will be dangerous, he says; it's dangerous even for cops. But cops are not the Dragon of Dojima, are they?
Remember that you're free here, so you may want to explore a bit before just moving on with the story. Either way, it's up to you, but this section of the guide will move on with the story when you're ready to do so. Just note that since it's daytime, many of the fun places won't be open.
Purgatory is pretty easy to find, especially because it's right next to one of the taxi stands. It's not so easy to get into, however, and you'll need to talk to the bums. One particular one hints about the bathroom being the key. Hmm...
Next to the "gate" of Purgatory (near the starving boy) is a small building, the bathroom. Head in there. Check out the sign that tells you not use the bathroom, then move forward. Some bums will tell you to get lost, and will try to make their point with guns. One of the bums, who must be pretty well off for a bum, gets a phone call. Someone is beckoning Kazuma to go inside.
You can buy your first piece of armor from a bum here. For only 5,800 yen, you can give yourself a bit of defense to artificially extend your HP bar. Not the greatest piece of armor ever, but certainly better than nothing.
Explore Purgatory a bit, and when you're ready, head down the stairs. Underground, there's almost a mini-city in and of itself. Red-Light Districts are always fun to play around in, no? There's not a lot you can do at the moment, so head to the very back where the flashing red panel is.
Kage is a man with too much weight and even more information. He implies that he knows what's going on with the entire plot, but can't just give away the information. However, he wants to see the Yakuza uprooted, so he gives Kazuma a special discount. See, Kage runs an underground fighting ring, and wants his customers to lose their money betting against newbies. So, Kage asks Kazuma to win three straight matches. Do that, and the information is his... sound simple enough.
A save point and item box are near the start point of the coliseum. Your fights must be done without weapons or armor. Still, you can use any techniques you want, including Heat skills, and you have as many healing items as you can hold. Put all your equipment in the item box, then speak to Kage.
Your first fight is against Daniel Feldman, a loser from the United States. Just attack him without flair... he goes down quickly. Second is a lightweight jumpy guy named Kaewkwan Plumuk. He loves dodging and shifting, so your best bet to try throwing him to the ground and stomping his face. Be careful though, because he likes throwing just as much as you do; be ready to tap the X button like a madman to break the hold.
The third man to face you is a Las Vegas fighter named Gary Holmes, the same dude who led you down to the Red Light District in the first place. Amusingly, he's easier than Plumuk. Like what you did for Feldman, get in his face and just pound away. Holmes will occasionally break your combo, but not nearly as often as the boss who confronted you in the Ares.
After the fight, Kazuma will be back in Kage's office. Speak to him to get some intelligence. Kage recaps that Chairman Sera was hiding the theft of the 10 billion yen, and that Nishiki exposed it at the emergency meeting we saw. Kage posits that it was Nishiki who killed the chairman, because he's trying to be the next chairman. It's pretty much guaranteed that whoever recovers the 10 billion for the Tojo Clan will wind up being the next chairman, you see.
Kage knows that there was an anonymous tip attributing the theft to Yumi. While trying to verify this, Kage discovered that Mizuki closed her bar and disappeared just before the theft, whoever did it. All signs point to the sisters being responsible, but no one can prove it, and no one can find them.
Kazuma brings up Haruka, and Kage mentions that a couple days ago, a woman asked Kage to look for a girl with that name. Despite seeing her face, Kage isn't sure whether the woman is Yumi, or Mizuki, or someone else entirely. Kage refused the woman's request for that reason: he doesn't enjoy working for someone he knows nothing about.
They are interrupted by a phone call; Kazuma has someone who wants to see him. Video surveillance shows that the guest is Date, who got shot and lost Haruka. Date is trying to get into Purgatory, but he's been surrounded, and now needs some help.
You still won't get a chance to get you items you left behind, but don't worry about it. Head through the Red Light District and return to the surface. Buy an iron pipe from the bum, then follow the arrow to the bathroom, and you'll see Date on his face. Several bums are wanting to kill Date, but Kazuma won't have any of that.
The only problem in this fight is that everyone is armed, and you're mainly surrounded. Dodge as you can and try to disarm your enemies. None of them are very strong, and they should go down quickly.
Kage appears and reports that the car that took Haruka went to the batting cage, which is on the west side of town. He leaves after that, but Date adds that the kidnappers belong to the Majima family. You may remember the Majimas: Goro Majima is the dude with one eye.