Remember the bedroom where Nelo Angelo came from? Return there now, and quickly because Dante's life will drain as you go. There are Green Orbs around to recharge your energy in the small tunnel in the lit section of the tunnel, so focus on running to the bedroom and nothing else!

Phantom will appear again, but you can run away and he won't follow you. If you choose to, you can fight him, but it's hard, as you can't jump on his back. Just roll out of the way of his attacks and give it to him with the shotgun.

Whether or not you run away from Phantom, you need to kill all the Sin Scythes you see in the dim, grey sewer room or Dante can't leave the waterway.

Head into the tower-like room and attack the circular switch to use the elevator pillar to reach the master bedroom. Don't stop for anything unless Dante is about to die. In fact, if Dante is about to die, you should do your up most to reach the bedroom and end the stage (so you can get rid of the Guilding Light).

Inside the bedroom, find the statue with the sun symbol and use the Guiding Light to unlock the door. Heading through it will end the stage!