Lost Ruins

This is going to be the main hurdle that will throw a lot of people off initially. No manual saves, every enemy hits twice as hard over Veteran (which means instant kills early on), and your save data is erased upon death. That's quite a mix of nightmare fuel, but first, let's run down a roadmap of what you should do before you handle this.

◈ Step 1: Veteran 100% True Ending Clear and all Misc. achievements

Start a new game on Veteran. Even though this will be quite tough at first as you're going in fresh and have no idea of what to expect, do not fret at deaths. Use your mistakes to improve yourself, while also gaining knowledge for your Hardcore run later. Be sure to keep this 100% guide open while playing, and DO NOT open any gold chests until after you receive the Holy Sword from Sadora. You'll be aiming for the Arrive Home achievement which is obtained from the true ending. Getting everything done will take at least 12 hours depending on how you approach the misc. achievements.

Additionally, do not sell any weapons/spells/enchantments as you can potentially lock yourself out from getting certain achievements. You'll likely need to farm gold by running this route.

◈ Step 2: Extra Game Modes

Upon completing the game, you'll unlock Trio, Witch, and Assassin modes. These are essentially the same but with different setups and mixed item placements from the main game. For these, you'll going to want to watch some speedrun videos for tips and cheese builds.

Trio Mode with screen skip glitch. (Runner: Doublevil)
Witch Mode RTA (Runner: よっこら )
Assassin Mode RTA (Runner: よっこら )

◈ Step 3: Hardcore with Bad End
✎ IMPORTANT NOTES:
✑ You can use Xbox Cloud saves as a safety net to restore your progress if you take a death, As soon as you see your player character die, go to Manage game and add-ons, push on your profile data and choose Delete saved data. Be absolutely careful and choose to delete from Console only on the far left choice. Reboot the game and you'll find your last save intact with the same amount of floppy discs collected. Do not sell these discs as they're good to have as a last resort.

✑ Checkpoints reset after every five new screen transitions. This means that if you backtrack to get items, you can warp to other areas, then trigger any checkpoint to lock your progress in. Be sure to quit the game entirely after an autosave to sync to the cloud.

After all that, you're now at the final run, and it is a riot. You're going to want to collect the items I list below as quick as possible to make bosses easier without putting yourself at risk. While you can follow a speedrun video, I found that certain items cut the risk factor quite a lot, so it's worth taking detours.

Everything up to and including Lami will be the most brutal part. Items I suggest getting here are: Winged Shoes/Slingshot/Gladiator's Helmet/Amulet of Poison/Poison Bolt/Zweihander/Swimsuit/Spark/Lightning Wand. The items in bold will be used to cheese Lami will little to no risk. Before the boss, heal up fully. If you take a hit at any point during the boss fight, reload the save as it's not worth risking a death here.

Always use Winged Boots for second slot when you're not fighting a boss.
After watching Boris meet his demise for the first time, grab the key and run to the right side of him to pick up a Mysterious Meat for an extra 5HP upon use.

Next detour will involve getting both Invisibility and Mage's Orb. This is why I suggested to do the true ending in the first playthrough, as we will be opening at least one gold chest. Feel free to loot any more you come across too. Once you get these two items, you are now in journalist mode where you can run through most of the game without issue.

For Rosie, use a mix of Invisibility and Poison Bolt while manually switching between Amulet of Poison and Mage's Orb (when you need to recover MP). On the second phase, try to avoid jumping and roll whenever she is about to slam the ground, as stun does no damage to you and is less risky. Grab all her dropped items after she dies. Now for a fun trick. Throw your ham off screen, wait for it to respawn at you, then head to the next screen. Wait, let it drop again, then return to the previous screen. That's right, you now have two. More cheese.

Next detour will involve getting Battery and Chain Lightning. This will be your go-to now for boss fights from here on out. Yuri is stupid easy at this point, but be sure to stock up on Energy Drinks by selling off any weapons not listed above. Upon her death, get all her dropped items and equip Yuri's Wand and Throwing Ham. This is where the run now becomes so easy, you'll likely forget you're even playing Hardcore. Remember, keep backing up saves.

Last item we'll need is Amulet of Magic. You can obtain this in a gold chest or buy it from the vending machine at the very end of the game. I won't be giving guides on the bosses because they all work the same at this point.

Yuri's Wand
Throwing Ham
Battery
Mage's Orb
Amulet of Magic or Gladiator's Helmet if no amulet (for bosses)
Winged Boots (for exploration)

Go invisible, use chain lightning. Repeat cycle. Use energy drinks/coffee and MP recovery items if you have any. Before fighting the last boss, sell your Holy Sword. This will ensure you get the bad ending as it won't let you kill Beatrice.

Congrats, you are now officially a cute anime girl who kills demons and the undead. Senpai is proud of you.