Test youself in Combat Adjudicator (you have to reach SSS level) and activate the blue glowing machine. You will be able to use Grim Grips from that moment. Use them to reach second floor. Destroy Mephistos and Fausts, push the red button and use the elevator. You can't pass, but there's someone who can help you. Snatch a Scarecrow to make him push the button behind bars. To pass a high wall you will need Air Hike. Run quickly, then jump and use Grim Grips. After the second one Nero should find himself near the edge of the wall. Use Air Hike to help him reach it. Next obstacle is much easier to run over - simply use moving Grim Grips. Activate the elevator, return and enter it.
Sanctus is very easy to beat. Avoid his attacks and destroy the sphere. Then use Devil Buster on him. Avoid statues' hands and wait for Sanctus. Repeat everything.