Move forward and turn to head up the steps and continue going until you reach the next area. Open the chest at the top right corner of this room to find a Phoenix Down. You can buy some new equipment from the shopkeeper here. Keep in mind that if your other party (The one containing Freya, Zidane, Vivi and/or Quina) will get any new equipment or items that you purchase with this party also. You can save using Nazna the moogle if you want to, you should also have a letter for her. She has a letter for you to deliver as well.
When you are done exit this area from the door that you entered it. You will find Marcus and Cinna in this area. Once they are done conversing head back into the last room. When they are finished talking leave this room again and approach the group. While you are in control of Dagger make sure that you take the time to equip your party with new equipment if it is needed.
The cable car ride will be disrupted and when your party ventures outside, they will run into Black Waltz No.3... Again!
---Black Waltz No.3---
Your party now contains Steiner, Dagger and Marcus. As with the last time you fought Black Waltz No.3, he isn't hard to defeat. He uses different elemental attacks to deal damage, and one of his attacks can inflict the Freeze Status effect on one of your characters. If this happens just have Dagger cast Esuna on them and they will be cured. Just have Dagger on standby to cast cure or esuna on your party members if they are in need.
Unfortunately, since you don't have Vivi in your party at this time, Steiner can't use his magic sword techniques, so just attack with him normally. Marcus has the Steal ability, but you probably have all of the items that Black Waltz is holding so it isn't much use. You should probably just attack with Marcus to speed up the battle.
Black Waltz will go down easily, and once the battle is over you will have to view some more dialogue.
Before heading out you can buy some medicinal items from the shop keeper to the right of this area. Once you are ready exit from the top of the screen. Follow the signs and leave from the path to the right. Cross the bridge and climb down the stairs, open the chest to receive 1610 Gil. Attempt to go through the gates and the guards will lower it for you. Once you are on the world map just follow the path and turn to the right when you see Treno.