The below is a complete walkthrough for Deep in Shadows. In this chapter, you will find a walkthrough for missions in the main storyline, which will let you complete it in the best way possible
Caves - upper level
After you have visited the Shrine, head deeper into the location. In the first chamber, you will encounter two opponents. If you have any problems with them, eliminate one of them with a headshot. After you go up ahead, you will soon encounter an enemy on the left, in a small bay. During the fight, stick to the wall, or he will push you off the cliff. If you manage to push him off, you will lose what he could have dropped, but it will make things easier for you. Finally, you will reach the location shown in the above screenshot. Before you enter the cave, bats will fly out if it. If you are not careful, they may push you off the cliff.
Inside the cave, you will encounter two opponents   patrolling the area. Other two  are sitting in the center of the cave. You can eliminate the one on the right with a headshot. As soon as you have done that, you will be attacked by the other one. It is best to lure him out and to the cliff, where you can push him off. It is the only way, in which you can avoid fighting him and the remaining ones at the same time. There is 'a warrior patrolling the bottom level of the cave  and an archer on the elevation .
On the right, down below, you will find more rooms with an opponent and Kodama Spirit. You cannot enter the Boss's room without the key, but you will quickly get the opportunity to obtain it.
Walk over the wooden plank, down the location. After a while, you will find a door on the right. Behind the door, there are two opponents, who you will have to fight simultaneously. It is a good idea to attack the closest warrior right after you open the door, thanks to which you weaken him before the samurai joins the fight. After you have killed them, search the chamber. The Cat Spirit that has been accompanying you will take you to the wall shown in the above screenshot. As soon as you approach it, you will see some eyes. Take a shot at them and the wall will turn into an opponent. He is easy to defeat if you stay to his side and enchant your weapon with elements. Once you kill him, he will not reappear, until you restart the mission. The opponent plays the role of an illusory wall with useful items behind it.
After you have dealt with Nurikabe (the opponent disguised as a wall), you can obtain several items and enter a chamber with samurais. Attack the closest one with an overhead blow to make the fight easier. After the fight, you will obtain the key to the boss's room. At the cave exit, there is one more warrior. It is a good idea to eliminate him and retreat to the beginning of the cave. There, you will find a quite strong opponent , but if you sneak up to him, you will be able to deal considerable damage to him, without giving him the chance to respond. Apart from him, there also is Kodama  in the room.
After you climb down, deal with the opponents there and go right. Kill the archer, search the alley and return to where you have climbed down onto the ledge. Use the mechanism to gain access to the treasure and return up to find it (if you want to). The important thing to know is that, if you fail, you will not have to fight your way through corridors and you only have to jump down onto the wooden beams. Finally, go to the hot spring. After you have taken a bath, head deeper into the location. Past the archer, there is a corridor that will lead you to a Shrine.
After you come out of the spring, head towards the area you have not yet been exploring. Take the corridor to the left, kill the samurai and the archer. Walk into the corridor before the red sword and summon Kodama hiding there to the Shrine. Then, walk into the corridor to the Shrine. Watch out. When you come close, bats will fly out on you and they may push you into the chasm.
Into the deep
Since there is a checkpoint around, it is a good idea to defeat the opponents here, who are not too demanding if only you draw them out into open. In the corridor up ahead, you will encounter three dwellers. One of them has been shown in the above screenshot , the second one is deeper into the corridor . The third one is hiding behind the chests on the right . You can ignore him here, but, in such situation, he may attack you while you are fighting a devil deeper in the location. Destroying the barrels will open a shortcut to the area, but you'd better not use it just yet.
As you proceed, you will find a recess on the left. The chest seems tempting, but if you approach it too fast, bats will push you off the cliff. Finally, you will get into the area shown in the above screenshot. On the left, there is a skeleton archer lying. Kill him and face devil Yoki . If you manage to kill him, he will not respawn here anymore. Also, remember to destroy the green mushrooms shown in the above screenshot, because inside, you will find a Kodama .
In here, you will also find another Nurikabe. Attack the wall, or fire at the eye to wake him up. It is a good idea to collect the items he's been guarding and, at the same time, activate a shortcut to the next part of the location.
Climb down the descent that the devil guarded. The way leads left and, around the corner, you will encounter a dweller. It is a good idea to deal with him and go back, along the corridor to the right. At the end of the corridor, you will find another dweller and a skeleton, as well as several items. If you want to collect all of the treasures in this location, you should return to the area where you could have been pushed off the cliff by bats, and jump down. There, you will find several opponents and finally, you will get into the spot that I have just described. There, you will also find a Kodama, so it is worth the journey. Just like the previous one, this one is also hiding in mushrooms.
The rest of the location looks just like what has been shown in the above screenshot. The path down  on the left is a dead end patrolled by several opponents with a large skeleton. However, there is also a Kodama there, so you will have to go there. Finally, you will have to go right . Defeat the skeleton warrior and you will gain access to another Shrine  shown in the above screenshot. It is necessary for you to kill the guarding devil, because he will quickly charge at you, making it impossible to use the Shrine, and you will be trapped. After you have unlocked the ladder, you will start fighting your way towards the boss arena.
Keep in mind that each demon that does not come out of the fog respawns, after you use a Shrine or die. Some devils and one-eyed opponents always stand in your way to boss arena.
After you climb down, kill two skeletons and take a look around the location. It is a good idea do lure out the devil, patrolling the area. In the corridor, you will encounter Kappa. If you manage to lock him out in the corridor, finish him out as quickly as possible. At the end of the corridor, you will find Kodama and the ability to summon banshee. It is a good idea to kill the Kappa, because he drops many valuable items. If you go up ahead, you will get to the boss, but it is worthwhile to search the rest of the location before you leave it.
The last Kodama in this location is in the cave guarded by several devils, dwellers and one-eyed ones. Even if you cannot spot it, you will hear a sound characteristic of the spirits while sneaking. Just remember to kill the dweller lurking behind the chest before you open it.
Along your path to the boss, defeat the one-eyed, coming out of the fog. Then, enter the area. Search the caves and jump down onto the arena to start the battle. You will face Hino-enma.