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You and Yuki pass through several gates on your journey to leave the castle. Beyond the odd diligent guard, no one seems to care that you are leaving. Only that you may wish to come back. This doesn't stop Yuki from presenting his papers to everyone who <span class="mu-i">should</span> be asking to see them.
The palace empties directly into the heart of the the city, and the gates quickly close behind you. Which ever way you look, you find the streets mostly empty as the rain has cleared most people out. Instead, residents choose to either stay home or pack themselves into crowded tea houses, venues, and the like. So where to begin? Yuki suggests that since the point of this exercise is to retrace your steps, you should start where you entered the city in the first place. You force yourself to try and remember, but can't quite connect the dots. Yuki wonders if you maybe passed over a bridge, and that instantly ignites your memory. Yes, you DID pass over a bridge as you came into the city, but there was no water under it. With things narrowed down, the two of you are off.
You have agreed to help him with the assumption that he would be true to his word and get you out of prison, but you could be much more helpful if you better understood the situation. What is your importance to the case exactly? What is the significance of the girl? The snake may have been a, literal, pain in the side, but what he said resonated with you. What <span class="mu-i">is</span> Yuki doing here?
"As I have said before, I cannot speak thoroughly on a ongoing investigation." Yuki doesn't like being asked about the girls importance, that much is clear by his telling face. But he does better explain your role.
"When I did my interviews with the locals, many claimed they saw a vagabond swordsmen leave with the girl. I believed that to be you." You get the impression that Yuki already knows more then he is letting on, he even seems to know where you came into the city.
"I hope by following your footsteps, I may learn something new. More importantly, when the story I have ends you will have remembered enough to continue it. I would like to know when the two of you parted ways essentially, and from there I may find another lead."