Elbarto Jr you don’t understand let me restate it is a shortcut to get to another boss without fight another boss. Also you get an achievement for finding a shortcut
Walk counter-clockwise around the entrance to the devil boss fight to go to an area I haven't explored yet because I don't have the game, but I'm definite that there is a path there.
You missed a shortcut. At the place where you fight Dr. Kahl you can go through the fence on the left then behind the garbage patch. This will lead you to where you fight Sally Stageplay
how to do the 4 parry combo: you go to the phase near the girl that gives you the coin of the shortcut then you parry the pink ballon, lots of time and proof, hope i helped