Jeanne d'Arc

At first, the fights are quite easy, but with the appearance of boss demons, in the amount of three, problems may arise, and in the last fight, one of the enemies regenerates 300-400 HP. I advise you to prepare in advance and gain 80-85 levels for your main five heroes. Also, the skills Two rounds, HP + 100, HP Recovery 1-2 will not hurt. I pumped Rufus to 90 and he began to demolish enemies for 400-500 damage, and even with Two rounds he did it twice in a row.
I recommend leveling characters on dragons. They have a 3*3 hitbox cell and when using area-effect magic, like Cyclone 1-2, you can get 25-45 exp without the EXp bonus. With the bonus, you get half the level right away. At first, I farmed exp on Altois Prairie, where the dragons are weak, and later on Tiamat in Voldor Temple, but after the first fight it becomes much more difficult.

I recommend farming the Two Rounds skill in the final battle of the story with the help of Colette and Rose. That is, leave the main boss with HP around one hit and two demons that are not affected by physical damage. Farm this skill from them, and Critical Age (which gives an increased chance of a crit) will also drop. This will all come in handy in the Colosseum. Two Rounds in a bundle give the Three Rounds skill. Try to give it to all fighters except Richard the Mage.
I recommend the team - Zhanna, Rufus, Gil, Marcel and Richard. On the 7th floor, where the three thieves are, there are hidden treasures. You can take someone with the skill to detect them (or Colette, or Rose). There may be a rare skill that cannot be crafted and is not found anywhere. I got Range +2. You can get HP +300, Mobility +3, etc.
It is very important to prepare the team for the last rounds. Everyone should have hp recovery 3. It is also advisable to give hp +150 and Three Rounds. Mobility +2 is also highly recommended, especially for Rufus. You can not give it to Marcel, he will run around the rear. Richard must have the Revival skill at the last levels. Bosses there hit hard. Use an aura if possible. If someone uses a triple blow on the boss, then the character has a chance to move away, but there will also be a triple aura behind, and this is triple damage.
I recommend going to the Cemetery before the Colosseum. Among the treasures there is the best armor for Zhanna (Armor of the Goddess). But keep in mind that you can only take it on your first visit. Also, in optional locations for victory you get unique weapons and armor for some characters that boost several stats at once. Here is an approximate set of skills, do not look at the level (I went to the third Colosseum). Here you can pass with 70+.