Talk to Sander Cohen
Proceed through the two corridors to the upper level of Cohen’s club and follow the spiral stairway down on the right. There aren’t any collectibles in the club or even any lootable containers. It’s just Cohen, the music, and an audience in rapt attention. Move along the perimeter of the space and take a position where you can watch the performance. Wait for the removal of the two dancers, then approach Sander on stage and talk to him.
Take Elizabeth’s hand and dance with her as instructed. Cohen will predictably lose his patience with your stiff movements, but you needn’t worry. He sees something within you and is willing to help in his own unique way.