You will find this Secret Mission in Main Mission 04, but it requires you to find two Nidhogg Hatchlings before you gain access to it. The first Hatchling is just before entering the building with the Purple Orb Fragment. For the second Hatchling, you’ll need to break down the wall needed for the Backroad trophy/achievement. Not too long after the Purple Orb Fragment, you will come to a street where you see a giant mural on a tall building. Summon Nightmare here with your Devil Trigger to bust down the wall, and head inside that building. On the ground floor, there is a secret alleyway that leads to the Hatchling
Once you have both Nidhogg Hatchlings in your possession, you will eventually come to a split path during the mission, where you will see a white van. That way leads further into the mission, while the left path will take you to the Nidhogg barriers. The first one unlocks a Blue Orb Frgment, with the second right next to that. Climb the stairs behind the second barrier and jump to a section above the room you end up in, where you will find the spot to start the Secret Mission.
This can be the easiest Secret Mission in the game, as there is no fighting involved. You simply need to gather all 20 Red Orbs on the map, although they are spread out and there’s a fairly strict time limit involved. The Red Orbs can essentially be divided into three groups, with the directions given from when you first begin the mission. There are some orbs to your left, amongst the bookshelves, another set in the middle with some tables, and the third set will be to your right, in the air.
It’s probably best to start with the Red Orbs in the air, as you need to jump to get them, then move over to the ones in the middle. You can weave in between the tables to get them, then finally move on over to the left set of Red Orbs. It might take you a few tries to get the rhythm down, as well as find every single Red Orb (the ones on the left can elude you once or twice).