After discussing what they should do, they decided to find Vectis, who had saved Chleo and Ashley first.
Chleo had told them that when they came to this place, one of the Vectis saved and accommodated them a place to hide. The Vectis was Yuna's Vectis, and Max instantly got the answer to his question.
He had been wondering how Diego got the memories of his previous life. The boy was just an ordinary human and had no relationship with the rulers.
Diego's lover was a blessed child that was chosen by the Vectis. It was no wonder if Yuna would do anything to help Diego, including providing memories of Diego's previous life.
He remembered he had met Yuna when he visited Chleo's house in New York.
At that time, he begged Vincent to give Chleo's things to him so he could have his wife's memento. But Vincent did not open his door at all and left him standing for days.