Chrome promises not to make horrifying zombies anymore, again, so instead she decides to make horrifying puppets but first she needs some Magical Thread. If you help her out, she'll agree to join you on your quest. Frederika forces her way into the party too because she can't be away from Chrome.
- If you don't have access to the Informants Guild yet, bring Sonya to the Hooded Man in front of the tent near the Informants Guild and exhaust the dialogue. Return to the Guild, talk to the door keeper, warp back to Iliasville, talk to Lazarus, return to the Informants Guild.
2) After entering, talk to the maid on the second floor, south east room.
3) Head south out of Monte Carlo and follow the coast till you find a tunnel in the mountains. If you reach Rubiana, you've gone too far.
5) Enter the Seeker's Cave (Multiple Translations of Names) and go through 1F. Take the north exit to world map in the middle of the mountains.
6) Enter the Puppeteer's tower, watch the cutscene and then re-enter the Seeker's Cave.
7) Immediately west, are some stairs. Descend down the Seeker's Cave until you reach B3F and at the very end there will be three chests, a blue, a green, and a platinum. The blue chest is magically sealed but it should open now.
- If you're curious, the green chest has a pulse ring (10% HP regeneration) and the platinum chest has a proof of initiation (Normal attacks hit four times but strike random foes)
8) Get the Magical Thread from the Blue Chest and return to Chrome.
Note: Puppeteer's Tower may be skippable. It's only like a one minute detour so it isn't a huge concern.