It’s a little tough to tell where you are in the Rogue arc, but if you’ve gotten the Rogue shop and aren’t level 2 yet, you probably need explore the Upper River District. Once you’ve complete the jobs there, you’ll have a few more chats at the Selky Pint which will give you another job and level 2 Rogue (obviously this is a top-level overview).
Some more specifics:
The job in the Upper River District is the Dunhaven Heist, which requires Rogue skills and Grenn (switching him into your party requires you to go to the party screen and double-click Lia's icon in the party order).The Dunhaven Heist involves a set of evasion and mechanism encounters that are generally quite a bit easier than the Anemic Cat, but you have to do them all back-to-back. Checking out the estate beforehand can make it easier, and you might learn things on a run that make it worth rerolling/restarting the expedition.
If/When you complete the Heist, you’ll return to the Selky Pint to report your success, which should carry you further along the Rogue Arc.