I have an idea. See what you think....
In an interview with IGN Japan Yu Suzuki said a possible improvement for 4 was -
Suzuki "The quest marker is a place where you can understand the main quest and sub quests, where you can cash money and where you can battle. But don't tell too much, it will be displayed when you get the information. I want to make it a system. "
That was through Google translate mind you, but it sounds a bit like a guild system i.e. Horizon zero dawn. Instead of that what if it was a doctor who was funding a rebellion/ running a mobile hospital against the chi you men who were invading an area? It would give you battles to fight, a hospital to fund or a need to find ingredients for medicines. The more people you help save, the more shops are able to reopen in the area offering moves etc.
Or chi you men attack a kung fu school and the more of those you heal,the larger your army to attack their base.
Not the most Shenmue of ideas, but it would be crazy if there was a permadeath option for them as well making shops close permanently which would make each playthrough different. Might be enough of a emotional punch to mean they might not have to kill a main character at the end if they were going to go with something like that. I feel like the longer they wait for the final fight with lan di, without having Lan Di kill someone else, the less impactful his 'bad guy' image is, unless the goal is for Ryo to ask him why he killed his dad and then forgive him. The lady in red already taking the evil baddie crown in Shenmue 3 whereas Lan Di was calm and collected. If Lan Di or the lady in red kills someone else important, perhaps then Ryo can focus on helping someone else instead of just his own revenge.
Just an idea.