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CONTAINS SPOILERS
Request: Trapped in a Nightmare
To fulfill this request to "Deliver Forgotten Desire", first travel to Sendai Jail. This request mentions that it's somewhere along the rooftops tucked away by a bunch of windows. Enter at the Hirose St. checkpoint and make your way up the rooftops directly in front of the checkpoint. The forgotten desire is located in a small section between buildings north of the checkpoint.