Dante Must Die mode is unlocked once you beat the game on hard mode. Enemies here are extremely aggressive, do lots of damage, and have more health than on hard mode. Enemies themselves can also use Devil Trigger here, which is the most challenging part of the mode. When enemies use Devil Trigger, they do not suffer from hit-stun - which means they can interrupt combos. This can cause a significant amount of frustration while attempting this mode.
In terms of general strategy, you need to completely change the way you approach the game and try to be less aggressive and consider tactical approaches more (as in what works against what enemies). It will be slow and you will die a lot, but patience and perseverance will get you through. The fact that you should by now have maxed everything should make this easier. Remember to abuse Devil Trigger and if you have money to buy regenerative items they're definitely helpful.