You can only start the Wraiths of Mirage stages by completing Dan Heng • Imbibitor Lunae Companion Mission. After completing the said mission, Guangjin will message you for an errand. You will automatically obtain the Wraiths of Mirage challenge in Alchemy Commission after reading the message.
1) Use the Reverberation Generator no more than 8 time(s)
2) Allies are knocked down for no more than 2 time(s)
3) Finish battle within 15 turn(s)
➥ When you enter the challenge stage, continue walking forward until you automatically stop with a container on your left. There is a Warp Trotter in the container and you will automatically use a Reverberation Generator to spot it (but it’s not counted toward your objective count).
➥ For all battles with Warp Trotter in this stage, the battle will be considered to be lost as soon as the trotter escapes. That’s why it’s recommended to manually fight the enemies here so you can make your character aim for the Warp Trotter first rather than any other enemies. But don’t worry if the Trotter manages to escape and lose the battle, you will restart at the last checkpoint and can re-battle them.
➥ After the Trotter inside the Container, you will reach a huge area with many Trotters in it that you need to find. The first one is right in front of the Sustenance Anchor and near the signboard.
➥ Tips: Once you use the Reverberation Generator, check the mini-map to see the red dots so you can see the rough location of the nearest Warp Trotters.
➥ The second Warp Trotter is in front of the stairs, very near to the previous Trotter.
➥ After that, climb the stairs to reach the second floor of the restaurant for the third Warp Trotter.
➥ The fourth Warp Trotter can be seen behind the containers. You should be able to see its little leg when you look at the container’s direction.
➥ The last Warp Trotter is hiding behind an Aurumaton. You can just follow the quest navigation and you will find both of them. There are 2 options here, and I choose the first one: ‘I’ve never hesitated before. I’ll catch it now.’ Although I believe both options ends the same and you still have to battle the Aurumaton.