The cut-off speech bubbles were a stylistic choice to show that he's aware of her words but not listening. I probably should fix that since it's so poorly conveyed. You're the third person I've had to explain it to.
I think the plot confusion is caused by a big mistake I made when writing. I originally had a narration monologue from Otaka explain the plot at the start but I decided that was cliche because a random youtube video advised against this type of thing. I'm dumb.
The narration went like this if it helps:
"For generations, the chosen one and the dark lord were chosen by destiny and fought for the fate of the world.
But one day, a new dark lord came into power, but the chosen one never came, so the dark lord conquered all, bringing ruin and rot wherever he went. And everyone just let him, believing that a hero would come. But I know the truth. He isn't coming.
I will stop the dark lord myself.
I have a long-distance friendship with Heiroe and Superblonde Valiant. I'm traveling with them. At least I will be when we meet up."
Does this help?