Chad's shoes are on the floor of Troy's (and, at that moment, the MC's) dorm room in season 1.
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You see Chad wearing those red shoes in the gym in episode two, right after you record him talking to his paramour on the phone for Sage. They are pretty clearly together at this point, but the VERY STRONG implication is they've been together for a long, long time.
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And OK, maybe they are just a pair of shoes, but you never see Troy wearing red shoes, nor, iirc, anyone but Chad.