Complete all side-quests as on Chapters 3, 8 and 14.
Chapter 9 is where the difference lies. There is a total of 5 quests but only three can be done each chapter playthrough (this is much easier once you have finished the game and have unlocked the ability to replay chapters). Burning Thighs is available no matter the dialogue choices made. You are able to do the side quests once you split up with Aerith at Madam Ms'.
The Price of Thievery and Shears' Counterattack
1:Sam dialogue choice when first entering the Sector 6 Slums: When describing Tifa pick She’s great at handling the books
2: Head straight to the main objective (ignoring Johnny when he runs past you and the hotel entirely.)
3: When Sam does the coin flip, pick Heads.
4: Pick Luxury Course – 3000 Gil as your massage option
5: When Aerith asks your opinion on her outfit choose Looks comfortable dialogue
Complete ‘The Underground Colosseum’ main objective
This will then unlock The Price of Thievery quest, when that is completed it will unlock the Shears' Counterattack side quest.
The Party Never Stops and A Dynamite Body:
1: Sam dialogue choice when first entering the Sector 6 Slums: When describing Tifa pick She’s in great Shape
2: In Wall Market, complete the Johnny Discovery Event (where he runs away from you as you are approaching Corneos Mansion for the first time). First dialogue choice pick Yeah
3: Wall Market, talk to the man standing in front of the hotel, choose the dialogue option How much?
4: Wall Market, talk to hotel receptionist, choose the dialogue option Yes
5: Continue the main story objective
6: When Sam does the coin flip, pick “No deal.”
7: Pick Poor Man’s Course – 100G as your massage option
8: When Aerith asks your opinion on her outfit, choose It’s alright dialogue
Complete main objective The Underground Colosseum
This will then unlock The Party Never Stops quest, when that is completed it will unlock the Dynamite Body side quest.