I also faced this problem yesterday, and I too thought that I was doing something wrong, but the European version of Fire Emblem: Fates available through freeShop [000400000017a400] only lets one play the first six chapters of the game (up until choosing a path.) It is odd, however, that this version is not significantly smaller in size than the (complete) European Special Edition [000400000017A800]; therefore, it might be 'locked' and not 'incomplete', but I had to install a different version (and replay all six chapters) to continue playing.