Learn of 
Setzer in Jidoor, then help 
Celes perform at the Opera House.
Walkthrough
Speak to the impresario in Jidoor, then visit the Opera House. Before starting the performance, save and read the score in the dressing room. During the aria choose the matching lines and move through the scene as the prompts require.
When the threat appears above the stage, 
Locke has a limited time to reach it. Climb to the rafters, navigate around the enemies and confront Ultros before the timer expires. Heal before activating the sequence if the group is already injured.
The resulting interruption leads to Setzer and the Blackjack. Arrange the party and fly toward the southern continent. There is no need to rush immediately into Vector: visit shops and save outside the city before entering hostile territory.
Checkpoint
Read the opera score before the performance and save before speaking to the impresario. The rafters emergency is timed, so focus on reaching Ultros. After acquiring the Blackjack, take a moment to buy supplies and arrange your party before flying to the southern continent.