So since it seems decided that the group will catch Proud, what information might they get out of him? Questioning would be along the lines of:

Why he's making the statues, who he's working for, if he knows anything about them
Who are you really? Why are you working with Thunder Corp? What are you doing for them? What are these snake statues really? Why do they do weird things to people's brains?
How are the snake statues animated? By what mechanism? How can they be defeated?
Can you tell us anything about The Enemy?

Also, with Neku's psychic abilities, what could he find out about whether Proud has been mind-controlled brainwashed or whatever?