As someone who's never watched any trailers of the 'trails' series of games, let alone played them, what are the basics of that side of the crossover? Especially since it seems we'll be spending quite a bit of time there.
For a real broad strokes overview (which will still be a bit long because we're talking 11+ games that focus a lot on worldbuilding): It's set on a continent called Zemuria (and more specifically its western half so far) which is (pending the start time of this quest) about 50 years removed from a technological revolution referred to in-universe as the "Orbal Revolution" which is when it was discovered how to harness some natural resources called Septium to build devices called Orbments that use Orbal Energy to do... damn near anything you can think of (lighting, heating, power, vehicles,
the internet) and has spread and advanced in the ensuing decades. Perhaps its biggest appeal is that it is essentially a naturally renewable source of energy. If you deplete an Orbment of energy, it will naturally recharge given time. It basically crowded out and stalled other lanes of tech because Orbments were just more efficient. For example, diesel engines explicitly exist in the setting but are seen as basically antique oddities because they're less efficient and pollute. Gunpowder and its use in weaponry is still around but went from being
the thing to far more of a niche replaced by orbal weapons (both personal and vehicular.) There are even "battle orbments" which are basically personal units that just by possessing/operating them you can cast what is essentially magic.
Assuming the timeframe is approximately the time of
Trails of Cold Steel, we're also about 10-15ish years into orbal airships being invented - both for military use and as civilian transportation. And the current cutting edge of orbal tech would probably be considered the "Orbal Network Project" which is basically the invention of the internet - though still in a testing phase and not quite ubiquitous yet though it's acknowledged it almost certainly will be soon.
And as a final note on the tech front, it should be noted that we're talking about the current society. A little over 1200 years before
Cold Steel there was (it collapsed; no one is exactly sure how or why) a super advanced society generally referred to as "Ancient Zemuria" that had tech that goes way further into the fantasy/sci-fi realms and would make Orbments seem like cute kids' toys and often break the "rules" that the in-universe scientists think they've figured out.
On a more political/organizational side: Western Zemuria has a number of polities around, but the two major superpowers are the Erebonian Empire and the Calvard Republic.
Erebonia: The Empire is an aggressive militaristic nation that is also facing some internal tension as it was long run by an extensive nobility system leading up to its Emperor but in recent decades the commoners have been pushing for reforms to that system. (Per the developers it is based on Prussia/Germany which isn't really hidden by the fact that the Chancellor of the Empire at the time of the series start has gained the moniker "Blood and Iron Chancellor")
Calvard: A Republic that is Erebonia's rival superpower. It was probably most inspired by France in that it became a Republic after a Revolution overthrew the king and transformed it into a democratic republic.
Crossbell: A buffer zone that lacks independence and is claimed by both Erebonia and Calvard as rightfully theirs and who levy taxes against it. It's also been fought over for centuries because it is a natural commerce hub for the entire Western continent. It was granted status as an autonamous zone some 70 years prior but is prevented from having an army by the two major powers. It does possess a defense force but is prevented from having anything like tanks or airships.
There are a number of others, but I'd be making this much longer if I went on.
A notable quirk though is a non-governmental agency that operates throughout the continent - The Bracer Guild. It's a group that dedicates itself to protecting civilians above all else and takes on requests from the mundane ("Help me find my lost cat!") to escort missions to investigations. The reason it
is allowed to operate by the various governments is that they are forbidden from interfering in military or political affairs (barring extreme cases like if they're attacking a civilian in broad daylight.)
There's plenty more I could write that I would still consider prety basic to the setting but this is definitely starting to get too long LOL.