The last character in such a game I've actually gotten a chance to play as was my multiclass paladin/gunslinger in Pathfinder 1e. That one was pretty fun.
Yep, it looks like you're correct. Unfortunately, I don't have the correct link to the introduction files, though hopefully they're included as part of the "Download all cutscenes" link, so you should be able to get them that way.
Edit: Have just downloaded the full cutscene collection for the HD 1.5 version of 358/2 Days; the first file in the zip archive does, in fact, appear to be the introduction file.