This is the boss battle that finishes the Neon district (except for side missions) and opens the Warren (second island). The mission start is just around the corner from the construction yard where you were protecting the medical supplies, so it's a pretty easy decision to just get on with it. However, you'll be stuck in the Warren for a couple of missions before you are able to get back to the Neon, no now might be the time to clean up this part of town, if you like.
Through the compound
From the starting point of this mission, jump down to the street and charge the panel on the left side of the compound gate. Be ready, there is a kamikaze (or three on Hard mode) awaiting you inside. Run to a ladder and climb up to the next level. There are Reapers here and more – with machine guns – on the higher levels.
Stay behind cover and take out the Reaper in the tower close by, then wait for another Reaper wandering around down here to come to you. Once they are out, you can use the large containers as cover and Precision to take out the machine gunners. You can use the cargo containers as rechargers; just pump them full of juice and take a hit while they're crackling. Take out the machine gunners first, recharge, and then take out the tower guards. You may be able to get the tower guys with regular Lightning Bolts – just blow away their protection first.
Sasha: phase one
Getting down the Jefferson Tunnel is just like the tunnel under the park you cleared earlier. Use the buses for cover (and to recharge by pumping them full of Lightning Bolts). Try blowing up the cars lying around the tunnel and keep an eye out for a machine gun turret. After the turret you'll have to fight off a wave of kamikazes and Conduits. Lobbing lots of grenades is recommended.
You will soon reach a prison. For extra XP, you can free the prisoners by zapping the rusted locks on their cages. Just beyond the prison is a pit you can jump into and have a boss battle with Sasha.
As you walk in Sasha's underground lair, she will jump down and grab you. Rapidly tap while trying to move the glowing blue (Good) or red (Evil) dot (your hand) over the clear target circle (a part of Sasha's body). Do this successfully and Cole will hurt Sasha. If you don't succeed, you get hurt. Simple enough, and a mini-game you will have to repeat three times.
The main part of the battle, aside from the mini-game, is a number of different attacks you have to counter. For each attack, the primary objective is to locate Sasha and zap her – that will cause her to cease one attack and move on to another. Hitting her with Lightning Bolts will also, eventually, hurt her enough that she falls down and is covered with a glowing green dome – this is your cue to jump over to her and start the grabbing mini-game again. This time, you have to win the mini-game twice in a row to pull part of Sasha's innards out.
Sasha: phase two
Your primary weapons here are Lightning Bolts and Shockwave. Use Lightning Bolts to hurt Sasha and deal with the Reaper phantasms she summons. You can also use Bolts to hit the tentacles that rise up out of the ooze. You need to hit those tentacles before they start lobbing fireballs at you. Sasha also releases a shockwave similar to the Reaper Conduits; dodge those.
Try and stay out of the ooze, but don't worry too much about it – it doesn't hurt that much. There are lamps and fuse boxes around the arena where you can get a quick recharge. The battle is long and somewhat tedious, but not overly hard. The trickiest part is the mini-game where you have to try to rip her apart. Remember, you're trying to move the blue or red circle into the clear circle.
Into the Warren
When Sasha is finally sent packing, you have to escape out of the tunnel into the Warren. At the tunnel's end, you will meet a large number of Dust Men – the resident gangsters in the Warren. These guys are much tougher than Reapers, but be careful about using up your energy. The Warren is dark and you can't get an easy recharge. Once you actually get out of the tunnel and have some breathing room, you only have one option – get some power back to parts of the Warren.