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Specifically, it needs events after Day 2 of the Uprising arc (Episode 40+).
The Scout Regiment discovered the presence of a Titan inside of Wall Rose following the capture of the Female Titan. Due to the intervention of Pastor Nick to prevent it from awakening, Commander Erwin Smith learned that there were people within the Walls aware of secrets hidden from the general populace.
Nick was taken with the Scout Regiment when they left Stohess District and Hange Zoë placed him in the Trost District barracks under a fake background out of concern that he might be targeted for cooperating with the Scouts.
In the aftermath of the Wall Rose invasion, Dot Pyxis met with a recuperating Erwin and discussed the evacuation situation. The emergency food supplies for Wall Rose's refugees were exhausted within a week. There were clashes with the Military Police and the people of the Walls got a glimpse of the tensions that could have boiled over had the breach been for real.
Squad Levi was rebuilt to consist of the remaining top ten members of the 104th Cadet Corps and Armin Arlert with the specific task of guarding Eren Jaeger, who they now knew had the power to control Titans, and Historia Reiss who was the illegitimate daughter of a rural noble.
The Coup d'état
The Interior Police
Pastor Nick was murdered in his barracks and Hange Zoë discovered an investigation being carried by the Military Police Regiment. Though she was not able to examine the crime scene, Hange saw that all of Nick's fingernails had been pulled out. Moreover, the soldiers guarding the door, Djel Sannes and Ralph, were part of the Military Police's First Interior Squad and did not normally operate outside of the capital.
They attempted to cover up the murder as a robbery because Nick was a member of the Order of the Walls and their holy objects were made of valuable iron, but in doing so they revealed they knew too much about him to be an unrelated party. Hange had not mentioned anything about his religion when she filled out the application for him to stay.
Later that day, Commander Erwin Smith sent Nifa with word of a freeze on Scout activity outside the Walls to Levi and Hange's squads. The government also asked them to hand over Eren and Historia. Nifa escaped from the Scout's headquarters as the Military Police under Nile Dawk arrived to detain Erwin.
Thank to Erwin's warning, the newly reformed Squad Levi and Hange's squad escaped from their remote cabin before the Military Police could capture them. Levi asked Hange to leave some of her squad with him, so Keiji, Nifa, and Abel remained with Levi and Moblit Berner accompanied Hange on her visit to Erwin.
Levi and those with him headed for Trost District to put distance between them and the capital. There, the citizens were receiving handouts on behalf of the King. While the squad walked down the street, a carriage barged through and kidnapped two members of Squad Levi.
Having anticipated this, the kidnapped victims were not Eren Jaeger and Historia Reiss, but a disguised Jean Kirschtein and Armin Arlelt. Levi and his squad tracked the kidnappers to their hideout in a warehouse. Noting that the kidnappers were amateurs, he left the rest of the body double operation up to his squad and left to meet Nifa and Abel. Squad Levi quickly captured the kidnappers and prepared to meet up with their captain.
Nifa and Abel were stationed on top of different buildings to watch Keiji, who was transporting the real Eren and Historia to Dot Pyxis in a separate carriage. Levi joined Nifa and noted that something felt off about how the Military Police were reacting. As he concluded who could possibly be behind this, they were ambushed by a special squad led by Kenny Ackermann. Nifa and Abel were killed immediately and Keiji shortly thereafter as Kenny's squad proceeded to kidnap Eren and Historia. Hearing gunshots, Squad Levi arrived in time to see their friends being captured, but were unable to save them.
Meanwhile, the Military Police confiscated inventory from the Scout Regiment headquarters, including Erwin's personal effects. When they had a moment alone, Erwin tried to talk with Nile, and asked him questions about the government and who would he trust. Nile was discomforted by the questioning and realized that Erwin was planning something.
Squad Levi regrouped at the kidnappers' warehouse and talked with their ringleader, who turned out to be Dimo Reeves, the head of the Reeves Company. Reeves was forced into working with the Military Police to save the lives of his son, his employees, and himself. Levi convinced him to help the Scouts instead. As part of the deal, Reeves lured Djel Sannes and Ralph into a trap by promising them that he was taking them to Levi's hideout. The two of them were then captured.
After the Military Police left Scout headquarters, Hange and Moblit met up with Erwin. She informed him that Eren and Historia had been kidnapped and that if they do not rescue Eren soon he will be eaten. Hange then met up with Levi in their new hideout to assist with the interrogation of Sannes.
Sannes admitted he had tortured a lot of people, but because of the Interior Police, the people within the Walls have never known war. They erased anyone necessary to protect the peace. However, even in the face of his current situation, Sannes refused to break, drawing on his devotion to the King and his mission of protecting the peace within the Walls. He asked Levi and Hange to go ahead and torture him to death, since it would be a fitting punishment for what he had done with his life.
Outwardly dismayed by his willingness to die, Hange and Levi left Sannes strapped in his chair and exited the room, leaving the door open a crack. On the other side, they forced Ralph to read from a script while he was unaware that Sannes was close enough to hear. Following the script, Ralph confessed to talking to the Scout Regiment and voiced disgust for Sannes and his fanaticism. Hange and Levi later returned to Sannes and found his spirit broken by Ralph's presumed betrayal. Sannes confessed that the Reiss family was the true royal family. From this, Hange concluded that Eren and Historia were likely where Rod Reiss was.
At about the same time, Reeves and his son Flegel took a break in the near empty streets of Trost so Flegel can relieve himself in an alley. Kenny snuck up on Reeves and slit his throat for betraying them, though he missed seeing Flegel witness the murder.