Since @blundering-thoughtless-hooligan pointed out that I apparently never made a post with everything pointing out that Romeo almost definitely has a prosthetic leg, here's that!
First, and probably most apparent, we have Romeo cat. His back leg is a different color, looking like it has no fur. His tail partially obscures his leg but when it moves you can see there's no foot there at all.
Second is his Nightmare Raid chibi. He wears socks, unlike everybody else--and much like Haru whose prosthetic hand is covered in black.
Third he has a home screen line that implies chronic pain in response to cold(as other people with chronic pain will surely tell you this is Very Common. On top of that Haru's looks metallic and if Romeo's is similar the cold would probably be even worse.) He also has a line about needing a "tune up" to keep his posture beautiful--arguably this could mean something like an atlas adjustment or chiropractic treatment or something, but it could also mean having his leg fixed up.
(thanks to @2flowerz for the tune up screenshot and @jadeleechsupportgroup for the cold one!)
Finally we have chapters 19 and 20 from the prologue. Kaito runs into Romeo because he's running after Lucas who's holding hands with the PC. Romeo is visibly and audibly in pain, with his voice straining. Once they're inside the main building, Kaito comments on that Romeo cannot move quickly, which means that they'll be safe in the building for a while before he catches up.
And one last small thing--Romeo wears socks with his uniform while most other characters don't. This is likely to cover up his prosthetic leg.
The fact that Shion Genkai(referred to by Taiga as "Gen") heavily damaged the casino and is the one who broke Haru's arm could arguably suggest Romeo lost his leg in the same incident. However that's not confirmed and it won't be confirmed for a while I imagine. (On that note, we probably won't get Onsen Romeo until his leg reveal, unless they keep his legs covered and obscured in the art. But I think it would be a good opportunity to have his prosthetic or his residual leg on display a bit. He'll probably wear socks like Rui in Onsen Ed's warding card though) It could easily be a wound from the Clash or he blew his leg up by accident with his stigma or from a mission or Taiga getting hungry or something.
Anyway yeah! That's what we've got so far. We'll probably get more next time we see Romeo, unless Romeo makes an appearance in the Frostheim chapter.