Chapter 2 I think there's a lot more potential for there to be emotional context missing from having not played Zero/Ao. Though in fairness, I think the game does make some attempt to cover for that possibility and is at least somewhat successful. (Since I have watched playthroughs of Zero/Ao, I don't think I'm in a position to say exactly how successful...)
With Chapter 2, unless there's been significant changes to the script, I literally don't know how a lot of it makes sense without playing zero/ao. Which, I suppose, means those changes must have happened? *shrug*
Also the game starts straight-up spoiling pretty much everything that happened in Crossbell so <_<
Well I mean, just from Cold Steel 1 and 2 you already know the basic sequence of events that happens in Crossbell: (spoilers okay to read if you've played Cold Steel 1/2) ie. Crossbell is under pressure from both major countries --> The IBC asset freeze happens and Crossbell declares its independence --> weird magic stuff happens and the declaration is declared invalid --> Erebonia invades Crossbell And I think that's really all you need to know for the chapter to make sense from a logical perspective? It's possible I'm forgetting something I guess. There's some discussion about exactly what the "weird magic stuff" was that might go over people's heads but I don't think it's really needed to understand what's going on here anyway.
From an emotional standpoint, (CS3 chapter 2 spoils) I do think the game goes through some effort to show that national identity is important to Crossbell citizens through discussions about the SSS being heroes and about how people are upset with Chairman MacDowell not being invited to the dinner or whatever. I'm not sure how far that will go, but I do think it's a lot better than nothing. ---
Oh woops. Putting Advokaiser in my sig like this until I think of something more clever