The chapter takes place right after the previous one. Noctis feels guilty because of the incident involving Prompto. Meanwhile, the train is besieged by numerous daemons.
No turning back
Recommended level: 34
You will be facing numerous daemons here. The enemies are quite tough, although they are vulnerable to light-based weapons. Furthermore, each hit you take from the enemies will decrease your health bar - you must defend yourself and avoid their attacks. After a few encounters and a Leviathan intervention the mission will end.
Where She Lived
Recommended level: 34
Follow Aranea until she introduces you to Biggs and Wedge. Once the conversation is over, head to a meeting with Maria. Your next task is to speak with the men again, although you should first explore the area thoroughly and collect all of the items here. Additionally, you can make some purchases at the stores in the area. Leave the area once you're ready.
Into the Arctic Crevasse
Recommended level: 36
You have to wait inside of the train again until it reaches the destination. There are numerous items hidden inside of the train - you should explore each and every car. At some point Noctis will receive a phone call and the mission will end.
Breath of the Glacian
Recommended level: 38
Another encounter with Daemons awaits you, although this time Gladio and Ignis will be with you, so it should be easier. A new type of enemy will appear in the area - Wraith - capable of damaging everything around them. You should counter them with ice-based weapons and spells, and swords. Once the encounter with the daemons ends, a boss battle will initiate.
Boss battle - Deathclaw
Deathclaw is a powerful and durable daemon. The beast uses a strong laser attacks and can fire beams of energy from his arms. You should try to avoid both of those and focus on attacking the enemy at close range.
Enemy attacks can be blocked and/or countered, making the battle slightly easier. The boss is vulnerable to shields, fire and lightning. The best idea is to create powerful spells such as Fira/Firaga and use them to attack the enemy. Soon the beast should be dead.
Board the train and follow Ardyn again. When the cut-scenes are over you will acquire Trident of the Oracle. Attack the frozen chancellor, invoking another series of cut-scenes and ending the chapter.