When the PCs visit a wealthy and influential magnate in a social or business context, they find he has a most remarkable pet. The "pet" has the body of a large deer or antelope, and has a head adorned with great, elaborate horns. Its most notable feature, however, is its human face—and, specifically, that it has the face of someone the PCs know of (and perhaps were personally acquainted or even friends with) who mysteriously disappeared, along with all of their duplicates, some time ago. Moreover, the thing can speak, and what it says implies that its resemblance to the vanished individual is more than physical.
Clearly this creature is an unlicensed (and almost certainly illegal) modified duplicate of the missing person. But that implies that whoever created the duplicate must have access to the original, or at least know where they are. If pressed, the "pet"'s owner admits that he bought the thing at the notorious Moon Market on the world of Cocoro, from a shady merchant who was selling a variety of these weird horned creatures—all with human faces. If the PCs want to find out what happened to the missing person, they'll have to find their way to the Moon Market, locate the strange merchant selling the horned duplicates, and persuade them to tell them where the people are he's duplicating.