The number of side missions in "Double Shadows" is very large, and the collapsed star side is one of them. If you want to do this side mission, you can go to the frozen palace of Spring Hope in Chapter 3. Mio bounces the flowers under the water, Zoe grabs the flowers and destroys the wall, and then walks forward.
Where to do the branch line of the collapsed star in the Double Shadow Wonderland
Collapse Star
Position: Chapter 3 Hope of Spring The Frozen Palace
Mio bounced the flower underwater, Zoe grabbed the flower and destroyed the wall, and then walked forward. The entrance to the branch line is in a gazebo on the must-pass road.