Oh god, I haven’t played it in quite a while. I think there are a couple of ways to get this one. First thing’s first, you gotta make sure to keep Madison alive. Just don’t let her call Ethan or Norman if she finds the address to the warehouse. She’ll go there alone, and I think you have the option of rushing in there by yourself when the police apprehend you. So don’t press any buttons when it gets to that part.
I think the quickest way to get that ending while playing as Ethan would be to just leave the room when you get to the Rat Trial. You’ll automatically fail it, and won’t be able to save Shaun. So it’s your choice as to whether you wanna fail the other ones too or not. It shouldn’t affect anything, but remember that Madison and Ethan need to have sex in that dirty hotel room. And he must forgive her
despite the fact that she’s a snarky journalist.
In order to keep Norman from saving Shaun, you can either get him killed by that incident with Mad Jack, during the scuffle with the Origami Killer, or when he’s searching for clues too long on his ARI during the “Solving the Puzzle” chapter. If you’d rather keep him alive, then during that chapter, just give up on looking for clues or accuse Blake of being the killer.
I hope this helps, and if anyone else wants to add any other input to this, just go on ahead and send an ask. Like I said, I haven’t really played Heavy Rain in quite a while.