supersonic233 here! For all those who struggle with the lost chao missions on Sonic Adventure 2 Battle, here are the locations of the lost chao in the Hero Story stages.

Stage 1: City Escape
This one is pretty easy to get. Go through the level until you get to the part where you run down the side of the building. After you bounce of the springs and land, go to the front of the building where you ran down to find the Mystic Melody Statue (Sonic's Mystic Melody power-up can be found in Final Rush). Use your Mystic Melody by the statue, and bounce of the spring. Continue up the building until you reach the last pole. Swing off of that pole, and go into the little room, where you will find the lost chao.

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Stage 2: Wild Canyon
This one might take a few minutes to find. When the level starts, proceed through the giant wind tunnel. Instead of going the high way, fall down so that you are by the wind tunnel, but not below ground. Under the platform to the right, you will see an odd picture with a dark spot in the middle. Dig in it, and you will land in a room that has the same picture, but copied all around the room. The easiest way to do this part is to have the Sunglasses power-up (obtained in Meteor Herd). Use the Sunglasses and go to the picture with the rings by it. Dig through that, and the lost chao will be in that room. (The Mystic Melody is not required for this mission, but it is obtained somewhere in Wild Canyon).

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Stage 3: Prison Lane
This one is really well hidden. Go through the level until you reach the second checkpoint. When you get to the next big room after the second checkpoint, go on the metal lift and rotate your camara until you see the mystic melody statue (Tails' Mystic Melody power-up is located in Hidden Base). Hover to the platform with the statue, and use your mystic melody to make a spring appear. Bounce off the spring, and you will land on a platform with many enemies. Shoot them all to find the chao. Part 2 is next.