You're going to be visiting Madarame's Palace today and making it all the way to the Treasure. When you get to the entrance of the Palace, Morgana will mention that you will need to form a party by either talking to them at the entrance or by going into Stats and pressing Square on their name. Ann should always be in the party, since her Tarunda is invaluable against bosses/stronger enemies. Ryuji is a great physical attacker and you've built his Confidant rank up enough to be useful in battles.
That leaves the final choice between Morgana and Yusuke. The former is a great support character and you should have him with Media now, which works great if your entire party needs healing. Morgana also has Lucky Punch, which is a great skill to have for some battles. Yusuke, on the other hand, is beefier than Morgana and comes with Sukukaja, which ups a character's accuracy/evasion for three turns. He is also a great physical attacker and has access to Bufu (ice) skills. The choice is entirely up to you, but make sure you cover the lack of elemental skills that leaving one party member out (having Bufu if you don't choose Yusuke).
Madarames Palace (2)
You have two options here once you've constructed your party, to either fast travel to the Central Gard safe room or to make the trek there from the beginning. The only real benefit that running from the beginning will have is that you can re-steal treasures that have respawned, including those that look like they were already taken. A lesser benefit is the ability to fight all of the Shadows near the beginning, netting yourself more experience and money.
One thing of note now that you have the Sun Confidant at rank 2 is that the Diplomacy skill allows you to ask for more money or items during a Shadow Negotiation, although if you push too much, then the Shadows will resume attacking you or might even call for help, spawning more enemies. Once you're ready to continue, return to the Central Garden, where the security checkpoint was that you disabled earlier and into the Treasure Hall Lounge.
There will be a guard just inside of the area, as well as another in front of the big Madarame statue (make note of this statue, as you'll be coming back here later). Just past that, you can get the other pamphlet that gives you the second part of the map, revealing the location of Madarame's Treasure. You should see a big room beyond with a bunch of security lasers and guards, but you can't access it from the front, as well as a hallway to the east and west. Go down the western hallway to find a locked door and a locked chest that contains a Wind Ring , Pearl and Snuff Soul .
Warning: Be on the lookout for a likely red-colored enemy in this area, which will be a level 20 Nue (Night Chimera). This thing is quite tough and hits hard with its Maeiha skill, but it is weak to fire and you should probably ask for money or an item to quickly get rid of it.
Journey down the eastern hallway now until you get to the end, where the path going further east will be blocked by lasers when you approach it. That leaves only one path to go, which leads to a small room with two enemies inside, likely making you fight two battles in a row. After finishing them off, open the chest in that room for a Sacramental Bread , then continue north and west into the big room with the lasers you saw earlier (the eastern path is blocked).
This room looks a bit tricky, but there's really only one path through it and you just really need to time your way to avoid being seen by the guards. First, wait for the first guard to start moving south before you slide under the first set of lasers, then ambush it. Make your way to the southwest corner for a chest with a Hiranya in it, then get to the northern end of the room to find a giant painting. Examine it and you'll find that you can actually go inside of the painting.
Enter the painting and activate your Third Eye to see where to go, which is to the left, bringing you to another painting. Jump over the gap to the left, then you should see another prompt to jump out of the painting, landing you on a ledge higher up in the same room as before. Follow this path to a vent that you can crawl through, where you can exit to the south. Drop down and open the chest for a Zodiac Charm accessory, then open the locked door for a shortcut. At the northern end of the room will be another mini-boss battle.
Mini-Boss - Bringer of Misfortune
You may have been using physical attacks thus far to blast your way through tougher foes, but that won't work on this one, as it completely blocks physical. That means you will have to resort to your elemental attacks to deal damage, although it actually does have a weakness, which is Nuclear attacks. If you managed to reach level 15, you could fuse Makami, which has access to Frei, one such attack. Hit it with this to knock the thing down, then perform an All-Out Attack. Ann should use Tarunda and Ryuji should Tarukaja the main character. It seems the mini-boss only really uses Snap as an attack, dealing around 45-50 damage if its attack has been lowered; be wary that the attack can critical, but this boss is easy.
Enter the control room beyond and you'll find out you need a password. Exit to the east and open the locked chest if you can, for a Bold Eyepatch , Amethyst , and Straw Doll . Return through the shortcut door and you should see two guards discussing the password, with it being at "Madarame's feet." Remember that statue you saw earlier of him? Well, return to the statue and inspect it against to find out the password. Input the password back at the control room to open shutters and disable a bunch of lasers. Make your way to the far eastern room, where you'll find another Safe Room. Save and heal up, if needed, then continue through the door to the east.
You'll enter a large room with more giant paintings, although these ones won't be so easy to get through. Drop down to the Desert Painting and although there's no reason to, you can drop down to the floor to fight the guard roaming there. Enter the Desert Painting and go right to appear in a Gate Painting. Use your Third Eye and you'll see that there are two exits now, one through the gate and another to the right. If you take the right exit, you will go back to the Desert Painting, presenting a bit of a puzzle.
So, once you get to the Gate Painting, enter the gate to get to a Rock Painting. Go to the right and jump out of the painting to hit the switch and make another painting appear on one of the blank canvases. Hop back into the painting and climb the cliff above where you entered and to the top, exiting there to return to the Desert Painting. Now, go right here and then right once more in the Gate Painting to get to the Sea Painting. Jump down to find another button, but you can't get back inside of the painting.
To the left of the button is a ledge you can drop down to reach the Desert Painting again. Go back in, then enter the gate and climb the cliff to reach the final painting. Jump out at the right side to finally be finished with this puzzle. Go through the door and into a long hallway, leading to a fairly small room with some enemies. Once the room is cleared, open the chest to get a Snuff Soul , then continue to the next room to find more enemies, including one in the bathroom. The other bathroom has a chest with a Straw Doll and the doors will bring you to some mysterious area.
This area is a bit gaudy, is it not? Going down leads nowhere, so head up the stairs and drop down to the platform below. Go up again and drop down once more, then go right to find a chest with a Witch Amulet inside. Return to where you saw the guard walking above you and wait for him to go north before jumping up and ambushing him. Follow the path to a blue doorway, which will warp you to another area.
Keep going until you come to a fork in the road with two paintings. If you ignore them and try to enter either of the two doorways, you will appear back at the beginning. Return to the paintings and inspect the blue one to hear some dialog from Yusuke, who mentions the answer should be obvious. Unfortunately, your Third Eye doesn't work here, so you'll need to make a guess. The blue one is fake, so inspect the red one and say it's real to make the doorway to the southwest turn gold.
Go through that doorway and into the next area, where there will now be four Sayuri paintings, all with red clothing. However, if you remember the real one you just saw, you should be able to tell that the third one is the real one (it's the only one with a branch behind the lady). In the next area, there will be even more paintings of Sayuri, although the first set are all fake. Climb up to a second set, which are also fake, then drop down to two final ones, both of which look real. However, there is one big difference, which is in the hair, so the southern of the two is the real one.
This orb flies off somewhere, so go through the blue door and you'll see the doorway below you is now gold. Enter this one to reach a new area, where you'll find a chest waiting for you at the bottom ( Crimson Ring ). Follow the hallway to a door that will bring you to the final area of the Palace.
You know this is the final area, as you see Madarame himself guarding his Treasure. Approach it a little bit closer to view a scene, where you find out that things aren't going to be as easy as it was with Kamoshida. There are two paths here, one east and one west, but the eastern one is blocked by a shutter. Go west for now and you'll come to another Safe Room, so use it for a bit of a breather. North of the safe room will be another control room, where you won't need a password for the terminal.
There will be three options, one to turn off the lasers, another to shut down the main power and the last one to open the shutters. Unfortunately, the first two don't work in the end, so the only thing you can do is open the shutters. You have to try all three options and shutting down the power will force an encounter with some Makami. They are weak to Zio, so use that to easily defeat them. Now, take the trek to where the shutters were on the eastern path and go past them.
Other than the minor distraction of a balcony with a locked chest ( Saint's Tunic and Pearl ), the rest of the path is linear and there will be some enemies along the way. There will be a normal chest along the way, too, which contains a Magic Ointment , as well as another Safe Room at the end. Go through the door next to the safe room, which is another control room, but for all of the paintings and stuff. Climb the stuff to reach some rafters, which can be a bit confusing. You just want to reach the eastern end of the horizontal ones, where you spot a crane that you can use to reach the Treasure.
Of course, you just need to find a switch for it, so double back to the control room and hit the lever along the southern wall. Some scenes will play out and you will finally be done with the Palace on this visit. All that's left now is to send the calling card, so use the closest safe room to return to the entrance. However, before you leave for good, visit the Velvet Room and fuse Makami and Jack Frost to get a Shiisaa, making sure you inherit the Frei skill to boost your Strength Confidant to rank 2. The third task from the twins is a Matador with Magaru, which isn't too hard if you managed to procure a Regent, who can be fused with Mokoi to get Matador, but that Persona is level 19 and you might not be strong enough. Exit the Palace altogether and go to sleep when you get home.
Note: Make sure you have Personas for the Death, Hierophant and Chariot Arcanas, as you will be needing them for the next few days.