Head through the door at the bottom after picking up the blue orb fragment.
Through here is the introduction to the Cutlass, another one of Agnus' annoying demons. There are three of them in this room, which is shaped like a letter u. There is nothing of significance here so keep going.
This is one of the more fun sections. When you enter the room a silver model of Nero emerges from the floor and a giant dice drops from the roof. The idea of here is simple, get the Nero counter to the end of the board to proceed. The different coloured panels on the floor give different effects. Blue ones are beneficial, giving red orbs. Red squares are bad and generate enemies or some annoying lasers that chase you around. Yellow squares jump you across the board, but can also send you backwards. White squares do nothing. On Son of Sparda some of the white squares are covered with a purple design, which warps you off to fight Bael again. There is also a divinity statue at the end of the room but it is sealed until the game is won.
Boss Fight: Containment Room
Upon entering the room a forcefield will power up with Agnus behind it. The objective here is to destroy the field to move on. The easiest way to do this is with the many Gladius' that are flying round. Grab them with the devil bringer and throw them at the wall. Agnus has only one attack, a plama burst that hurts anything touching the floor or the screen itself. To avoid just jump and pull off aerial combos until it runs out. Beware the gladius' on this bit as they will konck you down onto the plasma burst. Other than that the only other damage comes from the gladius' themselves. After Agnus runs off, Nero will pick up Yamato from the behind the screen. There is also a big red orb here in the middle when the cut scene finishes. Leave through the door ahead.
Smash all of the barrels here for some red orbs. Hit the switch to open the bridge above, then proceed up the stairs and through the upper door.
There are some angels in here, nothing to challenging. Defeat the ones that ambush you as you enter the door, then go up the stairs an into the walkway. There are more angels in here. Kill them, then exit and finish off the rest of them that attack you in the final part of the room. In this final section there is a secret red orb stash at the computer console just when you drop down and some more red orbs in the barrel. Leave through the door. In the first srction of this area there is a secret mission scroll behind the statues with the swirling light around them.
Hit the switch to shut the big doors and open the gate. This will also activate the wing talisman jumps. Jump up them to exit the lab. At the side of this area are several metal platforms with some barrels on, containing a few more orbs. Grab these if you missed them on the way down.
On arrival back to the castle you need to head to Foris Falls (not the one in the underground lab). This is accessed through the central courtyard doors either side of the hole that leads to the underground labs. There are a pair of frosts on each side. Head across the bridge to end the level. If you have time or need style points them there are all the orbs in the grand hall and some enemies in the main hall, but these are not necessary to end the level.