Bayonetta | The Lost Chapter | Angel Slayer Verse 1 | Pure Platinum [HD] 

i think you mean the Kulshedra whip, you unlock it by collecting all LP pieces on story mode, i don't remember where, but there's plenty of tutorials on youtube, but, if you mean those weapons (Sai Fung), you unlock them by completing 100 chapters on any difficulty above medium, and the outfit you get it at rodin's hell gates store by purchasing first a "super mirror", it will then unlock all the outfits on the store, every outfit cost 100,000 halos

:-)

Zachary Rain no if you die,or exit the game,all of your progress on angel slayer is gone :/