That crossword puzzle isn't a mystery to solve. It's Akechi leaving a message only Ren would understand, and the show knows you're desperate enough to follow him into the snow to find it. Winter streets and a handwriting that says everything Akechi couldn't say to his face, because this OVA exists in the space where the Phantom Thieves' story actually ends, not where the game tells you it does. This hits if you spent 100 hours with these people. It misses if you didn't.

A few days after the battle against Akechi, Ren is helping out at the cafe when he notices a crossword magazine on a table. Next to one finished puzzle, Akechi has written the words "Sign of Justice" in his own hand. Wanting to know what the phrase means, Ren sets out on foot through the snowy winter streets, recalling the time he spent with Akechi as he goes. The episode was never broadcast and was released with the eleventh home video volume of Persona 5 the Animation.