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Desuhiko Thunderbolt is Master Detective Archives: Rain Code's crafty little scoundrel, a girl-chasing punk whose Forensic Forte allows him to effectively transform into other people. He's not a bad dude, but his antics can get to Yuma almost as much as his heroics can help to save our young hero.
There's more to Desuhiko than meets the eye, though you might not know it if you haven't unlocked his Memory Shards by locating all five Gold Shinigami Statues. These hidden conversations reveal a different side to Desuhiko - if barely! - and are well worth seeking out.
Memory Shard #1 - Let's Meet In Front Of The Fountain
You'll be warped to the school your first time there in Chapter 2, but you can explore its outdoor area at any point thereafter. This is good, because in addition to the usual NPC-gabbing and request-hunting, you'll find Desuhiko's first Memory Shard/Gold Shinigami Statue nestled atop a short brick wall in front of a fountain.
Memory Shard #2 - A Shattered Home
A certain something occurs at the end of Chapter 2 in Rain Code. We'd rather not spoil it, since it's a momentous event. But to get Desuhiko's second Memory Shard, return to where the sub is traditionally parked at the Riverbank and you'll find this among some wreckage
Memory Shard #3 - Secret Peek
Take some time to explore the Resistance HQ while you're here in Chapter 3, because you might not get the chance again later on. Keep an eye out for a pair of computer monitors resting atop a table near one of the more egregiously graffiti-covered walls. Desuhiko's next Gold Shinigami Statue, and third Memory Shard, is on the table.
Memory Shard #4 - Patrolling
You'll spend a significant amount of time in Amaterasu Headquarters' secret laboratory during Chapter 4. While you're here, and only while Yuma is corporeal (you'll see), there's a Silver Shinigami Statue resting on a chair on the right side of the lab.
Memory Shard #5 - Going Home Cuz I'm Scared
The early going in Chapter 5 of Rain Code is a flurry of zombie-escape sequences. Yuma's companion is Kurumi, and the duo (well, trio with Shinigami, how dare we forget) must navigate an abandoned residential area together. In the building marked as Dilapidated Shack, look for Desuhiko's final Memory Shard in a wooden cabinet.