Van and his collaborators will not always travel together during the events of The Legend of Heroes: Trails through Daybreak II. At times, some of the group may split off in order to take care of tasks in different areas of Calvard concurrently. Because of this, each act contains multiple chapters you can play in any order. Progress the story in the order you choose!
Each chapter features a different cast of characters as we see their side of the act's story play out.
Once you've completed your chosen chapter, the next one will start up automatically.
Certain chapters will feature missions that utilize the unique skillsets of the characters in that chapter's party. For example, directly controlling the holo core AI, Mare, to hack the orbal network, or using Swin to silently tail a suspicious individual.