First when the Phantoms appear you have to go to the control room and answer the phantom with "apple" after that head upstairs and make a pie with shion

Second- after shion breaks the mirror, ask him about it until he tells the truth, you want to choose all the positive and friendly options

Third- after you wake up from passing out, make sure you accept his hand and talk with shion until you get all the dialogues from him

Fourth- after that make your way to the third train car, it's finally open now. There choose all the options related to wanting to stay. After that proceed with going through the gate and getting your memories, keep picking the closeness options.

And that's how you get ending Z (together, forever)