You will find Secret Mission 2 in Main Mission 03. After the whole thing outside with the platforms with flames, you will have to go through a sewer tunnel. In here, your exit is blocked by some roots and you’ll have to destroy some blood clots to make the roots wither away. Once you do this to all of the roots, head through that tunnel to arrive in a large set of stairs. Drop down to the bottom of the stairwell, stand in the doorway and look up to find the Secret Mission.
For Secret Mission 2, you have to defeat all of the Red Empusa without letting a single one escape. Thankfully, they will spawn in waves, with the first one just containing a single Red Empusa. Strong moves can stagger them, especially if they are trying to dig into the ground to escape, like the Overture Devil Breaker’s normal attack. Should you happen to have one of these in your arsenal, use it to quickly defeat the Red Empusas. After killing the first one, two more will spawn, relatively close to one another. The final wave will consist of three Red Empusas, all of which will spawn together in a corner. This is the perfect opportunity to just spam Overture or the Red Queen’s Streak (forward and Triangle/Y).