Safe House Three
Return to the room with the skeleton door and use the key to open it up. Proceed on through. Enter the hole in the wall to the left and death grip across to the far side to enter Belial’s Lair.
Follow the train tracks until you reach the open room. Kill the hell slaves that come to attack you and jump up to the platform on the left. Head for the open doorway and grab the grenade launcher weapon from the floor in front. Climb the stairs and continue shooting your way through the next few rooms killing the hell slaves and defilers as they appear.
It's wise to use baiting tactics to get the enemies to spawn and then retreat to a narrow corridor so you can catch more of them in a single grenade blast. There's a lot of enemies to kill before you can unlock the blocked exits at the end of the winding corridor; so don't rush and take your time!
When you reach the end; a scene will play and show two new openings for you to explore. Check out the right for a chest and a door back to the subway platform. Head left to continue. Climb up the wall to the ledge at the end of the tunnel and proceed into the large room for a boss fight.
Boss: Demon Lord Belial
Energy Impale: He will point his trident at you and an extension of it made of energy will try to stab you from across the room.
Tailwhip: If you get behind him and close, he will turn around quickly, hitting you with his tail if you are too close to him.
Spin Toss: Belial will spin in a circle, throwing energy tridents in different directions.
Blade Geyser: If you get in too close, for too long, he will summon blades around him that will damage you if you are within their range.
Ethereal Bomb: After taking a bit of damage, he will phase shift and become see through. During this phase shift, he will plant his weapon in the ground and a glowing blue ball will appear, unless you shoot this with your pistol quick enough, he will explode, causing you damage no matter where you are.
Lava Fissure: Belial will slam his trident into the ground and red cracks will appear in the ground at random around the room. After a moment, lava will burst up from these damaging you if you are on top of them.
Belial is a fairly large, slow moving boss that has a nasty ranged and even nastier set of close proximity attacks. The trick is to dodge his energy impale move, get in close to whack him a few times and then dash away before he can perform his blade geyser attack. Repeat the process until he phase shifts for the first time.
During this mode; he will become ethereal, he will plant his weapon in the ground and charge up. As he does, he will also have a small blue sphere appear, if you are unable to shoot this enough within the short window in which it appears, Belial will explode, damaging you before repeating the process.
Continue shooting the blue ball until he re-appears. At this point, he will now start to use his lava fissure attack in addition to the attacks listed above. Again, repeat the dodge, attack, dash combo to whittle his health away. Once enough has been done, he will phase shift for a second time. This time, he will also use his energy impale attack before summoning the blue ball.
Again; when you see the ball shoot it until he transforms back. This final stage of the fight is exactly the same as the previous one, except when he has no health remaining, he will enter ethereal mode for a final time. Here he will use the energy impale attack, but to mix things up, instead of being stationary, the blue energy ball will be moving around. Destroy it one final time to complete the fight.
Once Belial is dead, loot his corpse and then hop into the teleporter nearby. Talk with your newfound friend in the safe house to complete the dungeon, the quest and the DLC.