Upon entering Treno, a short scene plays and Dagger runs off, followed by Marcus.
As Steiner, you must find Dagger. There are 6 Active Time Events; the first is "Treno Tradition". Play the first one before going anywhere else.
In this, Dagger gets pickpocketed for 1000 Gil, but if you press X when the exclaimation mark appears above her, you will only lose 500 Gil.
Head to the fountain on the left and you can throw 10 Gil in the fountain. If you are doing the Stellazzio quest then doing this 13 times in a row will get you the Gemini Stellazzio.
Now, follow Dagger down the stairs on the left. Play the next ATE: Pursuit.
Head left and continue past the stairs Dagger went down to find a chest over the bridge with a Mythril Dagger (A).
Go back and head down the stairs (1). Play the next ATE: Confusion.
Head right then go up and enter the door on the left. Inside will be a man walking towards you, talk to him and he will give you a Power Belt. Continuing around the coridor left then down will lead you to the Synthesis Shop.
Leave and now head down and play the next ATE: Unexpected Visitor.
Head right past the Card Stadium and up the stairs at the other end. Play the next ATE: Ambition.
Head north then go right up the stairs, past the drunk man and head south (2).
Play the final ATE: Meeting Place. Now, head south then right and down the ladder. There is a chest just north of the ladder with a Yeti Card (B), a chest the the bottom right corner with 1 Gil (C) and behind the shop (E)
is the Taurus Stellazzio (D). If you need supplies, check the shop.
Head back up the ladder and, if you need to rest, you can enter the door on the left to rest for 100 Gil.
Head back the way you came, past the drunk and down the stairs. Head north where you can fins a Moogle. There is a weapon shop here in the door to the right (F).
Head north and exit at the top (3). There is a big door here, but to the left of it you can find 2,225 Gil.
Enter the door and finally you have caught up with Dagger.