You start off with the location where you found the Anima Mercury on the previous mission. Since the exit is blocked by a magical seal. You need to activate the Gyro Blade and ram it into the door to open. When you are outside, try to find the stash of Hidden Orbs, by jumping on top of the pillars. Then proceed to the door.
This is a short room for you to fight in. Again, you need to fight the demons to proceed further. But you need to be careful, as in the Dante Must Die, and Son of Sparda difficulties, two Blitz demons can be a pain. When the seal is broken, proceed to the next part. Its easier to use Automatic Mode in the Dante Must Die mode since many Frosts and Blitz appear and they are easy to take out with Charged Shots and Exceed attacks.
Large HallThis is the room where the seal needs the 4 Gyro Blades, from your entrance, 2 Gyro Blades are already found. Now, you need to find and direct the other 2 Gyro Blades found on this area and place them on the platforms.
One Gyro blade can be found covered with a strong magical barrier, you need to use a Gyro Blade given on the platforms to destroy the barrier. After this, enemies will spawn on the hall. You need to return the two Gyro Blades on the platforms and you will only need to worry about the last one.
Now you need to find the area, Dining Room. When on this room, you will encounter some enemies, kill them and proceed to the hall. The hall has a fireball-emitting apparatus, which needs to be destroyed. Use the Gyro Blade around the corner and use it as a protection from the blast. If the Gyro Blade destroys the apparatus, a Secret Mission Seal will be revealed. Then move to the next part.
You will be returned to the Large Hall, but this time, you will access the barricaded Gyro Blade, activate the mechanism on the area to open the door. Then guide the last Gyro Blade to the platform slots to open the seal. Collect the large Green Orb to refill your Vitality Gauge, and don't forget to buy some items in the Divinity Statue to the left as you prepare for a boss battle.
When Nero first encounters the demon causing the blizzard, "it" appears to him in the form of two attractive women. He only has eyes for Kyrie, though, and is a little embarrassed at their display.
Even though Bael never physically changes, there are essentially two forms to this boss: Rusalka, and toad. Damaging either one will harm Bael's overall health, so it's a good idea to just go for broke on the Rusalkas.
Bael's two Rusalka will walk around, giggling. They don't attack very often on lower difficulties but they can break away from your combos and they will dodge your gunfire. Use Exceed with your swings to deal even more damage. Occasionally, one or both will float at you with the tendrils on their hair spread out like a starfish and glowing. Avoid this, because if they catch you, they will freeze you. If you manage to deal enough damage to one of them, she will fall to the ground helpless. Buster her for damage and to pull Bael out of the shadows.
Bael is big, and has poor handling. Stay to his left or right and beat on him with your sword, as it takes him a little while to turn to face you. He will swing his Rusalka at you when facing you, or he will attempt to lunge and swallow you. Just side roll to avoid them. Jumping back or double jumping is also sufficient to avoid the Rusalka whip.
Bael can shoot icicles from his back, but you can predict where they are going to land by the shadows on the ground. Run to avoid them. He'll also try to belly flop on top of you. Again, just run to the outside of his shadow and he'll miss. The belly flop attack is also good because it takes Bael a moment to stand back up, giving you time to attack him. Sometimes he will also take a breath in and spit out a cone of ice and cold. Being far enough away will avoid this attack, as will running to the side as fast as possible, though it might be necessary to jump at the last minute to escape the edge of the attack.
When possible, use aerial combos against his back, as these are more effective in removing his ice spikes. Also, use the Exceed system when possible to deal more damage. Bael will regenerate his spikes if you stop attacking, so keep up the assault. Use the Blue Rose to shoot him when he's too far away for sword combos. If you don't have Charged Shot yet, that's fine; in the amount of time it would take to charge a shot, Bael would just regenerate his spikes.
Once his spikes are knocked off, Bael will stagger and flop onto his belly with his tongue out. Buster him. He can be Bustered from the front or the back: Try one of each to see the animations.
After he's taken enough of a beating, Bael will leap to the farthest side of the arena, inhale a huge breath of air, and blow it out, shielding himself in shadows. The fight will then resume with his Rusalka form.