Crimson Palace

Crimson Palace - Room 1

There are a lot of rolling bounders. Take hits from bats for extended iframes if you upgraded to Triple Barrier, then dash through the boulders. (To dodge the boulders without damage, you must duck in the small pits.)

Boss - Red

Get in his face and use Zero's Tornado move.

Crimson Palace - Room 3-4

After Red there is a fork in the road. TAKE THE RIGHT FORK.

The right room is a wave of mechs to defeat. Use the blue mech and it's Dash Special attack to clear out the room as quickly as possible.