The Azure/Zero set of games originally came out quite a few years ago on the PSP. The two together make up the second major story arc in the Trails series, and pick up shortly after Trails in the Sky 3rd. These two games follow a young man named Lloyd as he joins the police force in a city state called Crossbell. Sadly these games never made it outside of Japan, which has left a major gap in the story for us Western players. Although the events happening in Crossbell are referenced in Trails of Cold Steel (as Azure/Zero happen during the same time period as the first two Cold Steel games), what transpires there is never fully explained. To make matters worse characters from Azure/Zero do make appearances later on in the series, but once again who they are and their background stories are never explained. The games expect us, the players, to have already finished Azure/Zero, but that's only possible if you know Japanese. However that may be changing.
While nothing has been announced, Falcom has expressed their interest in bringing both Azure and Zero to the west. The problem was these games were on the PSP which has been a dead console for many years now. Of course the games were also ported to the Vita later on, but it too has since been discontinued. Now that the games are coming to PS4 however this may finally be their chance to bring it over. The PS4 is a popular console, and Cold Steel 1-3 have already been released on it. In other words, there is hope, but again, nothing has been announced. For the time being all we can do is wait.
On another note, you can also check out Falcom's new Azure/Zero page for more information. It's in Japanese, but that's nothing a translator can't handle.
As for Trails to Beginnings (Trails to the Beginning/Trails of Beginnings?), this is the next major entry in the series. Not much has been announced about the game, and what little said can be considered major spoilers. To avoid ruining Cold Steel 3 and 4, I'll only state the basic facts.
- The game is a bridge title being released to fill the gap between Cold Steel and the next major story arc.
- It will have multiple storylines to follow, with multiple "main characters."
- There will be over 50 playable characters.
- It will be released next year in Japan.
With all of that being said, it's looking like it'll be a good year for Japanese fans, but hopefully we won't be too far behind them. Cold Steel 3 was also announced to be coming to the Switch here in the US, so the series has been receiving quite a bit of support lately. Let's just hope we won't have to wait too long for these new games... Or at least Cold Steel 4.
For more information on the Trails series, check out this post I did a few years ago explaining it.
