Head out of the alley and go downstairs, following the objective marker. You'll run into a debris blocking your path. Kick it out of the way then remove the wood barring the gate to the left. After the checkpoint, continue along the alley until you encounter some locusts. Take cover and engage them.
After taking them out, head to the objective to find a red COG skull on the wall. This is a Declassified Mission. As the game suggests, this will take you on additional challenges and help you earn Stars faster. However, if you're unable to fully declassify the mission, it will result to mission failure. Approach the skull to trigger the Declassify mission. (Dark Wretches replace Normal Wretches)
After accepting the Declassify mission, proceed to the convoy to find it's been completely wiped out. Enemies and wretches will appear. Remember to roll out after killing a dark wretch since it will explode upon death. There's also a Grinder who will appear in the other side of the convoy so take cover and concentrate fire on it.
Head to the next objective but before opening the door, check the alley across your allies. You should see a smaller COG skull there. Check the dumpster to the right to find a COG tag.
Regroup with your allies then press UP to complete the section.