Investigate the letters in Maranda and follow the pigeon to Zozo.
Walkthrough
In Maranda, read Lola’s letters and follow the pigeon toward Zozo. Buy Rust-Rid from the merchant outside the town, open the rusted door and climb Mt. Zozo. Cross the mountain to find 
Cyan and return him to the roster.
On the Veldt, take a group with one empty slot and fight until 
Gau appears. In the nearby cave, navigate to the injured person and win the SrBehemoth encounter. If 
Shadow was saved on the Floating Continent, continue his recovery in Thamasa.
Find the Striker in the cave and wager it at the Colosseum to face Shadow and recruit him permanently. If you did not wait for him, the cave event instead follows a different character’s route; do not treat the wager as a way to reverse that earlier decision.
Checkpoint
At Zozo, buy Rust-Rid from the person near the inn, then climb the pub and use the rusted door. Mt. Zozo has a save point near a switch that releases 
Storm Drgn; the dragon is optional and can be left for later. After Cyan joins, revisit his overlook to find the key for the remaining locked chest.