You're now back in the real world again. Here are the various new conversations and messages you can run into:

Computer room
"What will you do?
- Devil Buster
- Leave
- Save progress"

Selecting "Devil Buster" yields the following:

"Devil Buster...
You can't load because the data for Devil Buster has disappeared!"

Meanwhile, outside the terminal, there are the following new encounters:

Soldier
"So the demons managed to get into this shelter...
Whatever happens, things won't turn out easy like in a game."

Man
"Oh, hey Tatsuya.
How are you?
I'll give you 750 makka if you can beat Devil Buster!
What?! You beat it! Damn, what a pain.
Here's your 750 makka."

Pink Girl
"I can't believe demons are appearing here too...
I thought it was safe here!"

Girl
(Shiro's girlfriend, Hiroko's room)
"The demons have come!
Don't leave me alone here!"

The Poison Bar:

Barmaid
"Welcome!"
-Talk to customers
-Order food and drink
-Leave

The conversations are mostly the same now, but now you should have the money to buy the long-haired girl (option 2) a drink.

Long-haired Girl
"Cheers!
After I beat the Minotaur in Devil Buster, I got killed by this Pazuzu guy who's not in the guide book or anything...
Do you know how to beat him?"

Be sure to go to the weapons storage area and pick up two Walther PPKs and Battle Suits. Don't forget to equip them! When you're done, head off to the elevator which you can now use.

First floor dialogue:

"Shelter Sealed Section
Releasing the airlock is forbidden."
Will you go outside?

You can head outside if you like. You can head east to get to Haneda, which is pretty useful. You'll be able to get find a Bronze Sword in a treasure chest there, and also bring dead party members back to life... and more. Haneda conversations:

White Hat Man
"Nice to see you.
I'm interested in demon fusion.
I know a lot about fusion.
You came to learn about fusion from me, right?"

Answer no:

"Oh, so you mean you know more than I do?
Hmph. Well, if you get stuck on something feel free to come again."

Answer yes:

"Right, what do you want to know?
-About Jakyou Manor
-About demon fusion
-About special item"

About Jakyou Manor:

"Hm, what do you want to know?
-What can you do at a Jakyou Manor
-How to see the fusion result"

What you can do at a Jakyou Manor:

"Well, it's pretty obvious, but the Jakyou Manor is a place that'll fuse demons together for you.
Fusing two demons together is a "Double Fusion", and fusing three together is a "Triple Fusion".
Once you pick the ones you wanna fuse, the Lord of the Manor will show you the fusion result.
If you like it, he will fuse them for you.
However, if the result is a demon same as one currently in your party or a demon with a higher level than you, you can't fuse it.
I know it's rude to say, but I'm sure you must know at least that."

How to see the fusion result:

"The Lord of the Manor will show you the resulting demon's status to you...
Of course, it'd be pretty damn stupid to ask him to show you every single combination one by one.
You can tell whether you currently have demons you can fuse if you look at the symbols on the fusion chart.
A symbol in white means it's a demon you can currently fuse.
Yellow means that the resulting demon is the same as one you have already, so you can't fuse it.
Gray means that the resulting demon's level is higher than yours. You can't fuse that either.
"O" means a regular fusion.
"*" means that a Seirei will be the result.
"1" means the result will be a demon of the same race but one rank higher.
"X" means the same race, but of a lower rank.
"!" means that the result of the Triple Fusion will be a Tenshi or a Kishin.
Well, that's just the basics."

About demon fusion:

"Hm, what do you wanna know?
-About double fusion
-About triple fusion"

About double fusion:

"This is a way you can fuse NEUTRAL demons and GOOD demons.
However... I'm still studying it myself, but it seems you can fuse demons you can't use as well.
The race of the resulting demon is decided by the combination of demons you fuse, aside from some races.
Also, according to the rules I found out, the level of the resulting demon will increase by the sum of the two demon's levels divided by 2.
This is just the basics of regular double fusion, though.
Also, the are some interesting fusions you can do if you use a Seirei; wanna hear about 'em?"

Answer yes:

"Heh, you're hopeless. Okay, I'll tell you.
Of the 10 Seirei, if you fuse the four Slimes, Gnome, Sylph, Undine or Salamander with a demon of corresponding race, you'll get a demon of the same race but one rank higher.
You wanna know how to make a Seirei?
The sure way to do is is to fuse two demons of the same race.
But, there are other ways...
If the sum of the level is:
25-30, you'll get Gnome,
31-36, you'll get Sylph,
37-42, Undine.
Still don't have the hang of it yet?
Well, try and remember it when you need it.
Also, it seems there are some fusions that don't follow the above rules.
It seems you fuse certain demons together for them, but I'm still studying that area."

Special items:

"Well, that's not really my field, but I'll tell you what I know.
There are certain weapons and armour that you can't equip if you don't meet certain conditions.
If there's a star next to an item on the "Display Item" screen, that means there's a some requirement for you in order to equip it.
If there's a circle, the item is cursed.
Apparently, if you equip it, you won't be able to take it off by yourself.
If it's a double circle, that item is equipped with a secret power.
I have no idea what power that might be, though. That's outta my field of expertise."

Pink Girl:
"They don't sell swords in shops.
You get them by defeating demons."

Soldier:
"You better pay close attention to the age of the moon!
The effects of Mappala will wear off when it reaches a new moon, for a start."

Soldier:
"Guns have an effective attack, but swords work better against faint demons."

Soldier:
"There are two people with the invisible power of charm.
If you're an attractive person, even demons will like you."

Terminal:
"...ID Card confirmed.
"M Programme" loaded.
Displaying message."
"You've done well coming this far. Here, you can save your progress, and also teleport to other locations.
Visit the terminals in every place you go - it will help you."
"What will you do?
-Leave
-Save
-Teleport"

Jakyou Manor:
"What business do you have with me?
-Double fusion
-Triple fusion
-View status"

When you're done, head back to the shelter.

B3 dialogue:

Nurse (if you're fine)
"Oh, Tatsuya, how are you?"

Nurse (if you have some injuries)
"Oh my, I'd better take a look at that!
Come in!
...There, it looks like it's healed.
I'm your angel in white, glad to be of service!"

Nurse (if you have a dead party member)
"Oh my, that's a terrible wound!
Come in, quickly!
...Sorry, but this all I can do. You might be able to find someone who can help you in one of the towns outside."

B1 dialogue:

Soldier:
"Oh, it's Tatsuya!
Nebiroth is just ahead from here.
I'm the last man left of the attack team.
Hey! You musn't go!"

Head a bit further on, and you'll run into Yama Nebiroth, who's responsible for the hordes of Zombies that keep attacking you.

Nebiroth:
"Oh, two fresh young bodies have come!
I'll have to turn you into zombies right away!"

If you beat him, a soldier will appear.

Soldier:
"Well done, Tatsuya!
Now the souls of our allies will be relieved.
Thank you!"

If you see him again while exploring around, he'll say:

Soldier:
"Thank you...
The rest of the team must be glad too."

There's nothing left to do in the shelter but get attacked by Zombies now, so head out.

When you get back to Haneda, the terminal has a new message for you.

"I gave a servant of mine the "Flame Talisman" and sent him off to the shelter. I will give it to you, Tatsuya.

Head back to the shelter, and visit Hiroko.

Hiroko
"Hey, Shiro, a weird girl from outside came here.
She said to give this to you guys.
Who is she?"

You'll then get the Flame Talisman. Now, head off to the broken bridge.

Morla
"I am Morla.
Oh, you have the Flame Talisman. Will you cross over?"

To the north is a tunnel, and north-east of that is Shinagawa.

Enter the tunnel, and after a while, you'll get the following message.

"Pazuzu suddenly started talking through your handheld computer."

Pazuzu
"My servant Orthros is in the Princess Hotel. If you make him your minion, he will certainly be of use to you."

Explore some more for more encounters.

Mesian:
"P, please! Defeat the Jabberwocky further on in the tunnel!
There's an important Mesia meeting, so I've got to get through!
Please, clear the way for me!"

The staircase across from the Mesian is an alternate route to Shinagawa.

Punk:
"Apparently there's an unbelievable witch at Tokyo Tower.
I heard she bound Majuu Orthros to the tower and made him her pet."

Pink Girl:
"Orthros came fighting from Tokyo Tower.
We all fought him, but most of us were wounded.
It must be that witch's doing."

Man:
"Stay away from the Princess Hotel!
A Majuu called Orthros ran and hid in there.
Wha? You're gonna tame Orthros? That's crazy!"

Camp shopkeeper:
"Oh, welcome!
We've got all sorts of items for nice guys only here.
What'll it be, sweety?
-Buy
-Sell
-View status"

Selecting "Buy" will give you a choice of Suits, Helmets, Gloves and Boots.

Drop by the Princess Hotel.
Pazuzu will talk to you again to tell you about Orthros again.

Yellow-suited Man:
"Are you gonna kill the witch at Tokyo Tower?
I don't really think she's that bad myself, though...
Well, it'd be best if you solved it by talking."

Head upstairs.

Mesian:
"The Lord Messiah will appear soon!
What?! You don't know who Messiah is?!
He's the saviour of the world, you idiot!"

Mesian:
"Ohhh! Could you be the Lord Messiah?"

Answer yes:

Mesian:
"Ohhh! Ohhhh! Ohhhh!
At last...
Grazie!"

Answer no:

Mesian:
"Oh... I see.
I've already been searching for 20 years now."

Eventually you'll find an elevator on the third floor. Take it down to the first floor, and you'll soon meet Orthros.

"There is a large dog-like demon in the darkness.
It must be Orthros.
Will you talk to him?"

Pick Yes, as No will just send you out the room.

Orthros
"Grrr...."

"Orthros is staring right at you."

Orthros
"...So you're the Saviours or whatever Pazuzu told me about.
If you want to defeat the witch at Tokyo Tower, I'll gladly be your minion."

Answer yes, and Orthros will join you. Answer no, and he'll tell you to come back again if you feel like defeating the witch.
While exploring around some more, the ever-talkative Pazuzu will speak to you again.

Pazuzu
"There is a witch in Tokyo Tower.
If you let her live, she'll be a threat.
Kill her quickly.
You must bring Orthros with you when you do.
I'm sure he'll be of use to you."

There's nothing new in Shinagawa, so you can leave now.
Head back to the tunnel, and eventually you'll come across Youjuu Jabberwocky.

If you beat him, the Mesian from before will appear.

Mesian:
"Thank you, you saved me.
You really are the true saviours!
As proof, I shall give you this."

The Mesian will give you Solomon's Ring.

Shiro:
"Tatsuya, we really are saviours!
We can do no wrong if we keep following Pazuzu from now on."

Head on out of the tunnel to arrive on a new block of land.
To the east is the town of Ariake. There's lots of gambling stuff here, if you're into that kind of thing. Most of them are pretty self-explanatory. Prizes range from makka, Metal Cards and items.
For Big and Small, you'll get increasingly large amounts of makka. Win three times in a row, and you'll get a Metal Card. The following times, you'll get a Magic Essence, Amethyst, a Kapa Cape, a Ageha Cape and a Phantom Cape respectively.
Note that you only get one prize, so if you win an Ageha Cape and then a Phantom Cape, you'll only get the Phantom Cape.

Code Breaker:

Nandi (if you have no Metal Cards):
"Oh, you don't have any Metal Cards.
Come again when you have one.
I, Nandi from India, will always be waiting. Namaste!"

Nandi:
"I am Nandi from India!
It's one Metal Card per game, wanna try?"

Agree, and he'll ask if you want to hear the rules. They are:

Nandi:
"I have here three numbers, from 0 to 7. I want you to guess them.
Remember, the numbers are from 0 to 7, and none are the same.
If the numbers you enter have the number and position right, it's a hit. If it's just the right number, it's a blow.
Use those hints to guess it as soon as possible.
The faster you guess, the more Makka you can get!
If you get it in upto 4 tries, I'll also throw in an item.
If you don't get it in 6 tries, it's all over!"

It's pretty straightfoward from there.

The large circle in the middle of town is a colliseum.

Colliseum counter:
"This is the colliseum. Why not try having your demons participate?"

You'll be asked whether you want to register, hear an explanation, or leave.
The explanation is as follows:

Colliseum counter:
"Demon summoners have their demons fight against each other, and the winner gets prize money.
However, demons with a level higher than 60 cannot participate.
If you use Autobattle, it will continue until one is beaten. Also, the use of magic and special skills is forbidden.
It goes without saying that if you don't make sure your demons are in good condition before they fight, you'll be at a disadvantage."

There's also a bar in the north of the town:

Long-haired Girl:
"I hate Mesia. It's always "the Messiah is coming, the Messiah is coming!"
I can't stand it."

Strange Man:
"You're gathering information, right?
If you buy me a drink I'll tell you something!
Mine's a Miracle Tonic, of course."

Buy him a drink:

Strange Man:
"Maou Bael's control was almost certain, but now that Pazuzu has been revived, I don't know how it's gonna turn out.
Hehe, I know everything about demons."

Happy Man:
"There's a witch at Tokyo Tower.
She's super-cute!
When some demons got me, she healed me with her magic."

Boy:
"The witch is really nice.
She plays with me a lot!"

Next door is the Dream Drugstore.

Mayumi:
"Welcome to the Dream Drugstore!
We sell some wonderful medicines here.
How about it? Wanna try my special medicine?"

Answer yes, and then choose who'll take it:

Mayumi:
"This is a medicine called 'Ingare'. It'll make you feel better than ever!
It's 40 makka, how about it?"

Answer yes:

Mayumi:
"Then, here you go...
You're doing great!"

User:
"Ohhh! T, this is so.... ohhh!!"

Mayumi:
"It really works, doesn't it?
Next is a Chinese medicine called Gen Po In.
It's 60 makka."

Answer yes:

Mayumi:
"Drink it in one go!"

User:
"Ooooh! I, it works!
I could get addicted to this!"

Mayumi:
"You really like your medicine.
Right, next is Gottsan Super C, which can take you to a wonderful world of dreams!
Want a glimpse of paradise for 80 makka?"

Answer yes:

Mayumi:
"Looks like it tastes good..."

User:
"I, I'm really at my limit now."

Mayumi:
"Huh? You can't take any more?
I've got some you can take with you.
It's called Aopi Gold DX.
For an extra 200 makka, I'll pour it for you..."

Answer yes:

Mayumi:
"How does it taste?"

User:
"I... feel... numb..."

You'll leave with Paralysed status. Yes, it was all a big waste of money, but wasn't it fun? :)