Hit the marker by the moped for a go.
Navigate to the indicated fish market and, as the objective says, secure the area.
You'll be facing just regular helltroopers, and one special trooper named Mackintosh, whose significance is never really explored.
Scan the stand, and make for your next objective- a truck guarded by a LEGION roadblock.
They're easily taken out by your pistol and fear aura, but the real threat is the nearby snipetrooper. You may want to take to the rooftops and approach her with stealth before attacking the others.
Persephone tells you to scan the truck, but you'll actually have to Interact with it to get your next objective.
This leads you to the warehouse district. You'll face two large forces- swarmtroopers and helltroopers outside, then helltroopers and blitztroopers inside the target warehouse, with a few commanders for good measure.
Either force is a good candidate for your MAYHEM ability, but your goal remains the same- finding and destroying the three crate caches inside the warehouse (easier to shoot the explosives next to them , rather than the crates themselves).
Note that one of the shipments hides a dark matter crystal.
Completing the destruction cues some dialogue and then brings down the curtain, unlocking Oni as a playable character.