Setsuna must have a kill count of 70 or higher before Stage 34. You MUST deploy him on Stage 34 (Space Route). He is not an auto-deploy. Then, on Stage 34 (Space Route), after enemy reenforcements appear, attack BUT DO NOT DEFEAT Anew (purple haired girl) or Milliardo (blonde man) once. Upon doing this, Mr. Bushido (blonde man with black mask) will appear. Defeat him and Ali (red haired bearded man) IN THAT ORDER. Finally, defeat Anew with Lockon's second Trans-Am attack (the one that ends with a close-range headshot barrage). You will know if Anew survived if Lockon has his "happy" portrait in the dialouge right before he retreats. (NOTE: Having Ptolemaios II in Trans-Am mode during Stage 34 (Space Route) may cause a glitch where Anew is piloting nothing.) (NOTE 2: You cannot have both Anew and Lorelei in your party at the same time. You have to give up one or the other. However, it is possible to have both of them alive, if you care about avoiding pointless deaths in the story. Simply fulfill the conditions for Lorelei's recruitment on Stage 7, and then take the Space Route after Stage 31 and save Anew. Lorelei will not be in your party after the split ends, but she'll still be alive out there somewhere.)