In Main Mission 05, this Secret Mission is located close to the Blue Orb Fragment hidden in the alcove. With your back to that alcove, head to the wall straight ahead of you and summon Nightmare here to have him bust through it. There will be some Empusas to fight here, so clear them out and look for some stairs in this hidden area. Climb to the top and you should find the red light you need to stand on to begin this Secret Mission
This Secret Mission can definitely be a challenging one, as you need to defeat all of the enemies without V getting hit a single time. The only enemies you’ll be facing are Hell Cainas and Hell Antenoras, but the biggest problem is that this will be done in a fairly small arena. Only a single Hell Caina will spawn in the beginning, but things start to get hairy not too long after that, as two Antenoras will appear. As time goes on, things get crazier, since more of each will show their ugly faces, leaving you little time to do anything but dodge. Relying on both Shadow and Griffon alone won’t cut it, so you’ll need to employ the help of Nightmare.
The best thing to do is try and hurry up to kill the Caina at the beginning as soon as possible, preferably before the Antenoras appear. If you do, that’s good, but it’s not the end of things if you don’t. As soon as the Antenoras spawn, summon Nightmare and hope he can start thinning the numbers some. It’s equally important that you don’t have either Griffon or Shadow get stalemated, as that leaves you with little to no dodging options. So, keep an eye on their health at all times and call them back by dodging if they get dangerously low.
One helpful skill to have that makes things a lot easier is Promotion, which allows you to ride on Nightmare when he’s summoned. It should be noted that you are invincible while riding Nightmare, so you are safe on him. Whenever you will likely summon Nightmare towards the beginning of the Secret Mission, you can do the necessary thing to hop on his back. From here, you can attack enemies with Circle/B while riding Nightmare and can still the other two with their respective buttons.