Lol. The bloody palace was a lot easier than all the missions. The only problem was when fighting the two Blitz's, and fighting the large scarecrows with other enemies in the high levels. Time was failing me a few times, but after a few attempts I was so quick in the first 50 levels that the last 20 I could take my time.
If you use Nero and constantly hold down the shoot button so everytime you shoot it fires really powerful bullets, that is extremely effective against the smaller enemies, and is really helpful if there are many surrounding you. Save your Devil Trigger until a) there are lots of enemies b) your running out of health c) you are fighting a boss or blitz. When using devil trigger tap the shoot button and it fires blades everywhere, which is very effective.
Honestly, all you need to do is to keep trying, if you can S rank all missions on Dante Must Die then the bloody palace shouldn't be too hard. Good luck.