There seems to be an issue in chapter 7.
When you meet Kano and he asks if you will be his Aniki and you accept later on you'll meet him again and he's got a deal for you.
Accept it and you'll end up in the Champion district in front of the Shellac Bar.
Inside the bar talk to the owner and ask what's wrong and some thugs from the Shimano family turns up, beat the crap out of them and then I ended up with a black screen and had to restart PS2.
Same thing happened no matter what mode I used so I ended up playing that part from DVD.