Your starting location:
In the following image, you can see the cursor over the thief with the Scorpio orb.
The first thing you’ll want to do is to have Navarre kill a thief, have Feena dance to him, and kill another thief. You should do the same in the second turn, and after that, use Yumina’s rescue staff on Feena, so she doesn’t get killed.
The thieves will try to escape to the north. Use Navarre and high movement units to prevent that and get the experience and items. The thieves are very weak, so this will be easy.
After some time, some reinforcements will come out from the forts. Kill some of them while Marth moves to the throne but don’t get close to the heroes.
By this point, you should have some promotion items (2 Knight Crests, a Dragon Whip and a Hero Crest), which you should use. In this game, promoting as soon as possible is suggested. Also, you should have 6 orb fragments by the end of the chapter.