Quick Answer
Chapter 4 is Death March. Question the Bat at the station, learn that the Hyena is Zara, then cross the scrapyards to reach her. The chapter ends with a personal scene with the Rat before the story moves to the Heartlands.
Chapter 4: how do you get the Hyena's name from the Bat?
Interrogate the Bat, Lazarus Thornheart, after the gala and ask him about the Hyena.
Report to Mother
Mother sends Buster 09 to question the Bat. The goal is information on the Hyena or the Sidewinder.
Interrogate the Bat
Talk to the Bat in custody. Lazarus Thornheart is the Bat, and the gala exposed his crimes.
Get the Hyena's identity
Press the Bat about the Hyena. He names Zara as the Hyena.
The Hyena is closer than the Sidewinder, so Zara is the next target.
How do you reach the Hyena?
Head through the scrapyards to find the Hyena.
Cross the scrapyards
The scrapyards lie on the way to the Hyena. Expect combat there.
Confront the Hyena
The Hyena works for the Whale. She says the Whale wants to meet Buster 09.
The Bat and the Hyena both have boss achievements. See the Neo Junk City bosses guide for the full list.
How does Chapter 4 end?
Chapter 4 ends with a personal scene with the Rat, where she asks how Buster 09 feels.
Your answer and earlier choices feed into the Rat's romance or friendship route. The Neo Junk City Rat romance guide explains what raises her affection.
Chapter 5 continues in the Heartlands. Continue with the Neo Junk City Chapter 5 walkthrough, or return to the Neo Junk City walkthrough.
FAQ
Chapter 4 is called Death March.
The Bat is Lazarus Thornheart. Buster 09 interrogates him after the gala.
The Bat names Zara as the Hyena. She works for the Whale.
Cross the scrapyards to reach the Hyena.
The Rat asks how Buster 09 feels. Then the story moves to the Heartlands for Chapter 5.