Collect the 4 Blast Shards and learn new Smoke Shot and Cinder Blast abilities.
After the long cutscene follow Reggie's lead and you'll earn the Smoke Shot power. Use it to shoot down the Tracker Drones. Search the wreckage of the Drones to get all four Blast Shards. They're on the ground and the fourth one is stuck to a barricade.
Catch up with Reggie on the bus and use Smoke Shot on the barriers. Ah, they're not powerful enough, are they? Follow the instructions and you'll get the Cinder Blast upgrade. Holding down R2 charges it up, and once released it will destroy the concrete barriers.
As you follow the bus be sure to absorb smoke from burning vehicles and use Cinder Blast to clear the roadblocks.
When the looters attack take them down with Smoke Shot. Cinder Blast is a bit of a waste here as it uses so much of your powers. You can use vehicles for cover or Smoke Dash to move out of the way and give yourself some space to breath. Again, vehicles are a good source of smoke to charge your powers back up.
Once all the looters are gone you get a Karma choice on the final enemy - subdue with Good Karma or execute with Bad Karma. We opted for Good again.
Now run through the tunnel past the cloud of smoke and absorb the energy from the Core Relay. Delsin will now be able to jump much higher. You can only go one way here, so keep moving and get used to the controls and powers. The next Core Relay will let you use a jump and hover technique. Use these to get to the end of the bridge and save Reggie.