The side quests of chapter 14 of Final Fantasy VII Remake can be chained in one go for the most part. So, by looking for the missing children, you will be able to find one of the Chocobo, you will also be on the road to recover the Medicine Flower for the Secret Medicine and speak to Kyrie for Don Corneo's Secret Stash.
Missing Children: Fighting the Phantoms
The children are in the Slum Public Cemetery, northeast of Sector 5, being attacked by Phantoms.
To calm them down, we recommend Level 3 magic attacks, but also a little patience as they'll disappear and reappear constantly. That said, you shouldn't meet too much resistance from them. Once the battle is won, the side quest is complete.
Final Fantasy 7 Remake: Guides, News, Tips & Solutions
