Scenario: Cold Knock

Talk to Simon to gain progress in the scenario. Talk to Simon again to enter a cutscene. You now have to return to the Opera House to continue with the scenario. The black cat will bring you a portion of Chris' mask and you'll be returned to the Market Quarter. This will automatically start a new sub-scenario. Both the next scenario and this scenario will be active at the same time and both of them will be completed at the same time.

Your next destination is the Sewers area. To reach it, from the Market Quarter area, head to the north to reach the Sewers (Front) area. In the Sewers (Front), start by destroying the wooden crates in the immediate right. Defeat the cats immediately since they'll dig up enemies. Loot the chest then follow the straightforward path. You can find a demon merchant along the way so make sure to check out the merchant's wares before moving on. Continue following the path until you reach the sewer entrance.