Prologue

[Zero no Kiseki Walkthrough]
*NOTE: This walkthrough is assuming you are playing on nightmare mode. Stats and suggestions will be according.
*I won't be going over treasures found in areas
*My translations may not be 100% accurate, but the point of the walkthrough is to get you from start to finish.
*I was doing an Ao no Kiseki walkthrough last year but stopped due to being busy with other stuff. I will try to return to finishing it after I finish this walkthrough.
*This isn't a perfect DP guide.

[Types of Requests]
Normal: Can be skipped, but usually best to do a few unless you are going for perfect DP.
Required: Can no be skipped. Must do in order to move the story forward.
Urgent: Will move the story forward after completion. Usually best to wait until last to do.

[Walkthrough]

When you gain control of the group, just keep moving forward to get the next scene. Soon, Lloyd will wake up, and all you saw previously was just a "dream". Lloyd is returning from studying abroad, since he'll be joining the police department in Crossbell. However, it's been 3 years since he's been away from Crossbell, and a lot has changed since then. There will be a bunch of scenes introducing Crossbell, and your team from the SSS. Elie, the mayor's granddaughter. Tio from the Epstein Foundation. Then Randy, formerly a part of the Crossbell State Guardian Force.

Once you gain control of the group again, you'll be outside Geo Front. First thing you need to do is open up your menu and equip the quartz to your enigma that Sergei gave you. Pretty much everyone but Lloyd is forced to have a certain element for their first quartz. After you are done equiping them, check the door to enter. Everything in this area is pretty linear.
You will get a cutscene eventually when you run into one of the kids. Even though this isn't part of your request, you eventually hear there is another kid in here as well. When prompted on what to do with the kid, answer [男の子と一緒にもう一人の子を探す]. There is no time to split up, so you need to bring the kid along. Keep moving forward, and when you reach the next healing spot remember to save before moving forward. Boss~ish time! You'll have two options, but neither effect your DP, only how you start the battle. Top one will give you preemptive strike, but the monsters will be on the boys side. Where the 2nd option will have the gummis on your side, but no encounter bonus. Oddly enough the first option is better. This gives you a chance to get to the kid and place your peeps between the monsters and the kid.
After that fight is over, you'll really learn that even the kids laugh at the fact you're police. Well, not so much laugh at you, but surprised you're not Bracers. But the peace breaks as a large smile falls from above. Don't worry though, Arios comes and saves the day, the A-Rank Bracer of Crossbell. You'll eventually all leave Geo Front, only to met with Grace, a reporter from Crossbell Times. Sure, you may of found the kids, but since Arios saved you, he gets all the credit. Graces apparently has been asking Arios for a 1 on 1 interview, but because he's too cool he keeps passing.
After that scene, you will be called to the police department. You get chewed out for doing something you weren't requested to do, and then chewed out for having Arios take the credit. Then the guy even has the nerve to suggest you give up being part of the SSS and just transfer to other parts of the police department. However, after leaving the office and continuing the scenes, you know everyone has their reasons for being in the SSS and all plan on keeping at it.
When you get control of Lloyd, go to Randy, Ellie, and Tio's rooms. Talk with Randy and Ellie. You'll find Tio isn't in her room. Go to the top floor to find out about your local cat. Then go to the 1st floor to see Tio setting up your dorm computer.

At the start of the next day, you'll test the computer. Boot up the computer and check for requests. There will be one.

#--------------
Request: Information on Requests [支援要請の補足説明]
Type: Required
Reward: 1000 Mira
DP: 5

Pretty much head to the police department and speak with the receptionist. When prompted, pretty much select every option until the final one appears ending the discussion. One done, go back to the dorm and you can report the completion of the request on the computer.
#--------------

Now new requests are available!

#-----------------------
Request: Search for Items [紛失物の捜索願]
Type: Normal
Reward: 1000 Mira
DP: 3

First, Head to the 2nd floor of Hotel Millennium. Walk into the room to the east and talk to Toronto. After your talk  with him, head to the Waterfront area. There, talk to Ozel at the raman stand near CNS building. Once finished talking  with him, walk near the water to find Kuunya (dressed in green). After the talk, then head to East Street. Once at  East Street, speak with Marte by the fish stand to trigger another conversation. Lastly, head to the department store  and talk to the two women at the information desk.

With that, you can finally head back to the hotel and talk to Toronto again. With that, request complete!
#-----------------------

#-----------------------
Request: Confirm Vacated Living Space [不在住戸の確認依頼]
Type: Normal
Reward: 1000 Mira
DP: 3

Head to City Hall in the Governmental District and talk to Sharon, the receptionist. After the conversation is over,  head to the Residential District. Check the gate at the Northeastern part of the area to get a cutscene. After the cutscene, head to East Street. Go to the fishing shop. After the scene there, enter the Acacia apartments and head up to the 2nd floor and check the door on the left. Finally Head to Downtown.
[Note: If you already finished the urgent request, you will get the cutscene between Trinity and the Vipers. Be prepared for a fight in this case.]
Enter Lotus Heights, there should be a simple cutscene. After, head up the stairs and check the door on the left for another cutscene.
Once done, head back to city hall and talk to Shion. This will end the request.
#------------------------

#-----------------------
Beast Hunt: Geo Front A1 [ジオフロントA1区画の手配魔獣]
Type: Urgent
Reward: 1500 Mira
DP: 5

Just like where we saved the two kids, a optional hunt request is now there. So return to Geo Front. I strongly  recommend being level 5 before attempting this fight, mainly on nightmare mode. Also to make it easier, try to start  with 200 CP. You should be able to hit 3 out of the 4 small bats with Tio's Ether Buster after the enemy's first round of turns.

Megalo Bat Stats:
Lv: 4
HP: 1987/1987

Elements:
Earth - 155
Water - 200
Fire - 175
Wind - 145

Resist:
Poison, Freeze, Petrify, Sleep, Mute, Blind, Paralyze, Confuse, Daze, Curse, Burn, and AT Delay.

After the fight is over, the door that was previously locked in the back is now open. Take that door to easily get back to the entrance.
#-----------------------

After you exit Geo Front, you will get a call from Sergei. After the call, head to Downtown area to try to quell a disturbance that Testament and the Vipers are causing. When there, you will get a cutscene, and when you have two choices, pick the top one for best DP outcome. The choices ares:
*Show proof and state who you are.
*Take action and hide who you are.
Obviously if you're a police officer, you're going to want to show your badge... So pick まず捜査手帳を見せる. Sadly even your badge/ID makes no difference, instead of preventing the fight between them, they turn on to you. Police in Crossbell are already a laughing stock, so they don't really care who you are. So much for handling this peacefully! You will be up against 2 of Testament's men, and 2 Vipers. They aren't hard, just take care of the sniper in the back.
After crushing them, the leaders Wald and Wazy show up. Even though they are rivals, they still laugh at your attempts to hold authority. Even though they agreed to walk away from fighting today, they both leave on the note that there soon is to be an all out bloodbath war between the two gangs. This does not sit well with Lloyd and friends... Another question prompt will appear. Pick 本部の応援は頼めない (don't call for backup from HQ). Lloyd suggests it's time to investigate what really is going on. There is more to this then they currently know. So it's time to pay each gang a visit.

First, let's go visit Wazy, of the Testament gang. He'll be in Trinity. Once you enter you will get a scene. Wazy will agree to meet with you, but he still doesn't trust you. However, as you start to investigate what's really going on, you find out that the reason Testament wants to fight the Vipers is because it is said that the Vipers ganged up on one of Testament's guys. Leaving him in the hospital and he has yet to awaken. However, how is it known that it was the Vipers that did this if he has not awaken? When asked how do you think Testament came to the conclusion it was Vipers, pick 襲われたメンバーの傷跡. His wounds are like the weapons Viper gang uses, so it's only natural for them to come to this conclusion.

Well, we got one side of the story, now for Wald's... Before heading over, make sure you are prepared with Lloyd. Have CP ready, and self heals and items. Also make sure your equips are up-to-date if they aren't already. If not, head to Geo Front and get Lloyd ready.
Once you've done that, head to the Viper's hideout in Downtown, Ignis. At first Dino won't let you in. Then Elie decides to work a little charm. Even after he turns her down, Elie decides that Dino can hold on to her precious gun as proof she won't pull anything while in there. Dino will turn out taking the gun and just run in to check if you can enter.
When you enter, you'll get to talk to Wald. Of course, he has no real reason to actually talk to you. All he wants is a good fight. Lloyd trying to avoid that, tries to talk him down. After Wald starts smacking some barrels around, Lloyd makes a deal. If he can beat him, he needs to talk. So, the duel starts.

KEEP YOUR HP DURING THIS FIGHT. Wald isn't going hold back (even though he says he is). After using Tiger Charge the first time, just fire it off at 100 CP. Don't wait until 200. You don't have time since there is a bonus DP if you don't take forever in this fight. If you take too long, the fight will end.

After the fight, Wald will tell you what's going on. Apparently one of HIS members was assaulted. Broken bones and all. However, he has awakened. But no one is 100% it's the other gang that assaulted each other. Everyone is simply going off of the type of wounds each person got. Which, makes sense.
Once you leave, you are met with Grace. She has a feeling there is a scoop to be had here. She seems to also have some further information on the matter and wants to talk to Lloyd and friends. Head to East Street and enter the Dragon Inn on the right. Grace will be sitting at one of the tables, so talk to her to start the next scene. After agreeing to eat with her and go over some of the details, the gang is slowly starting to realize that the assaults may not have been caused by the gangs themselves. You'll learn there is also the Mafia who reside in this town as well. Even though now you know there is more puzzle pieces to this case, you need evidence.

After finishing eating, head out and go to the Bracer's guild. If you talk to the receptionist, there is a hidden request:

#------------------
Request: Michel Challenge ミシェルの挑戦状（隠し）
Type: Hidden
Reward: 500 Mira
DP: 3(+2)

Pretty much just answer the questions with these answers:
Q1: 約50年前
Q2: C・エプスタイン博士
Q3: 七耀石の欠片
Q4: 黄金の軍馬
Q5: ヴェルヌ社
Q6: 七耀教会
Q7: 典礼省
Q8: レマン自治州
Q9: 怪盗B
Q10: 不戦条約
If you answered them all correctly, you'll get +2 DP and a Speed 1 quartz!
#-------------------

Once that is over, you can get a scene on the 2nd floor with Lin and Eolia. When you're all finished, head back to the SSS dorm and meet with Sergei. Then after that, head to West street. If you haven't gotten the cook book yet, hit the restaurant right where you walk in. Once done with that, head up to Grimwood Law Office for the next scene. Dudley doesn't give you a good reception. However, after he takes off, head into the office to meet Ian.
After a little introductions, Ian is shocked to know you are Lloyd Bannings, as he knew Guy Bannings. As the conversation continues, you learn more about the Mafia in Crossbell. Though once done with the talk with Ian, it's time to head back to SSS dorm and report to Sergei. When you walk near his office though, it seems Sergei has stepped out and left a message on the board.
When you feel like you've gotten enough information, it's time to start the meeting. Go over to the table, and choose to start.

Once the meeting starts, everyone will pretty much restate what we've learned thus far while also hinting at possible answers to this investigation. When prompted for an answer asking what Rubache's motives, answer with [黒月の存在]. Knowing the Mafia is the cause of this, and knowing more about what Rubache could possibly want, it's time to meet with Wazy and Wald. Time to set the trap for the Mafia and end this once and for all. Once the scene switches to Downtown, there will be a cutscene.
Once you confront the mafia, they'll try to split. You'll get to pick one other to join you and Wazy. I usually pick Elie, but the choice is yours. When the fight comes, Wazy will join you as well. His Phantom Rush is pretty useful for it's -50% SPD.

When the fight is over, just enjoy the scenes to follow. This is the end of the Prologue!