After winning the battle against the Freedom Pals and meeting up in the Coon Lair, you have to return to your house. You can change out of your costume in the Coon Lair or just change out of it in front of your door. After the scene and eating dinner, go upstairs and retire to your room. Sleep in your bed to continue with the story.
You have to leave the house but before you can do that, you have to remove the locks first. Head to the left and shoot the brass padlock key hanging by the shelf beside the basement door to make it fall to the floor and allow you to pick it up.
Head to the door and remove the padlock. Shoot the other two sliding locks to completely unlock the door. Head outside to meet Captain Diabetes. He’ll be your lone combat buddy for entirety of the next mission.