Return to the room with the biplane after you defeat Nightmare in Mission 16.
To complete this secret mission, you have to first flush each Shadow out of hiding, then kill it. I know what you're saying: "But I don't want to fight any more Shadows!". Well, buck up and get it done like the Devil Hunter you are.
- There first two shadows are hiding together on the wings of the biplane. Jump upwards from the starting position to see them.
- Go through the blue door to the Main Hall, and walk to the other side, on the left of the statue of Mundus. Jump to the first level balcony that is broken (where there was a Blue Orb fragment in Mission 1) to find the shadow.
- Go out of the Main Hall through the red door, to the room with the portculis (that leads to the bridge). The shadow is in this room (close enough that you will find it by hitting the lock-on button).