There are 3 routes for this chapter: Special Dispatch, Royal Guards, and Purists.
This mini guide gives the common part and Special Dispatch route.
For your first time in this chapter, it's Special Dispatch route by default. After finishing the SD route, save the complete file, and start another game with the complete file. It'll open the option to Royal Guards route.
(Note: if you save a complete file on memory slot #5, and start/continue a save file on slot #4, the Royal Guards route will not show up.)
After finishing the second time round, do the same and it'll open the Purist route.