Crisis Core: Final Fantasy VII/10: Heroes

This chapter starts in Banora.

Ruins
After the cutscene, you'll receive new missions, move towards the Outskirts.

Outskirts
When you approach the hole, Zack will say that he won't be able to come back up, but since there is nothing to do, go down.

Caverns
After the cutscene, continue.

Depths of Judgement
You'll find a chest on your way, chests here contain story items, special Materia. Read the stone near the Save Point, it's the Prologue of Loveless.