My thoughts on this:
That was my main issue with part 2 as well.
There are some future plot threads hinted at, like the Horsemen or fake Chainsaw, and now obviously Asa-Denji-drama. But nothing explicitly told to the reader, hence it feels kinda lacking a red thread.
But thinking about it, part I wasn't really like that, either. It was always a story about Denji and his relationships, especially with Makima. Side threads like Katana, Gun or the Assasination arcs were all pretty self-contained. The main plot thread connecting them was always Denji's characterization. Even the "main plot" of the Gun devil only ended up being a tool to develop Denji and his relationship to Makima, and when Gun was actually revealed, the whole plot was dealt with pretty quickly and self-contained.
So I'm guessing part II might be heading a similar direction, various smaller plots, which serve the main "plot" of exploring a funky character, this time Asa. The biggest difference for me is that part I had
more interesting characters than just the protagonist, which part II is lacking so far. Because to me, another red thread of part I that kept me interested throughout, was Makima, and her obviously hinted-at secrets. Asa doesn't have this mysterious counterpart. But w/e, I trust in Fujimoto.
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On the chap: I think this was my fav so far from part II. Now I'm feeling actual excitement about what happens next, and those Asa-Denji-scenes were peak cuteness. Also simp-Denji finally making a return... loved it.