It's where you enter the dream world where Lightning asks you to stay with her and you choose Yes or No?
To get there you need to close Academia 4XXAF, continue through Academia story where you give Alyssa the Graviton cores then go in to the time gate you unlock, then you're in the void beyond, fight Caius then you'll end up in New Bodhum ???AF, the fragments are in a chest after speaking to Vanille inside the crater, both of them are behind her, don't go through the portal though.
Hahahaha, Don't let the door hit you where the good lord split ya hunny !!! HAHAHAHA!