In Mission 16: Diverging Point: Dante, after the second forced battle, drop down instead of going to the way forward. There will then be another forced battle, after this one, drop down on the highest platform in view then on the one to its left, turn the camera and a Red Orb Crystal should be in the distance. Jump towards that area by either doing an Air Hike followed by a Trickster Style Sky Star, or a Stinger and a Sky Star, or double Air Hike using Trickster while either Devil Sword Dante's Swords Formation or Devil Trigger is active.
The area after the Red Orb Crystal has more small platforms to get to - jump to the highest one in front, then turn the camera around and on the right side is a bigger area to get to which is a small dead end, jump to it and the glowing point will appear at that dead end, turn the camera around and up slightly and you will see the pattern.
The next platform just below the location of the Secret Mission has another Red Orb Crystal, which is a good indication to know where it is. If Dante has fallen to this area, the player can still get him back up with a double Air Hike or by using Cavaliere's Highside skill.
A total of 800 Red Orbs need to be acquired in order to finish this Secret Mission. The mission will fail if the timer runs out or the Empusa dies before 800 Red Orbs are acquired.
The easy way to beat this mission is to equip Dr. Faust and repeatedly use the Set Hat skill. If fully upgraded, it will take about four throws of the hat to get 800 Red Orbs. The requirement can be met in fewer throws if the player triggers Hat Trick after a throw, though this does increase the chance of accidentally killing the Empusa.