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For the Daughter of the Cosmos I personally used the Blade of Mercy in dual blade mode and stuck by her back tendrils without locking on. As she turned to try and whack me I'd roll along with her and do an attack, and keep repeating that process until I was nearly out of stamina before I backed off. After that I'd just wait for a chance to get in again. Made the same strategy work with a kirkhammer for my friend so I think it's pretty applicable regardless of your weapon choice.
Only thing of note for the martyr is that once he starts doing that blade storm attack with hundreds of swords floating in the air you can make it stop by attacking the sword he stuck in the ground.
Didn't have too much trouble with the nightmare personally, just stick by the rocks and slowly work your way towards the door. I'd suggest killing the spiders but they won't follow you too far into the next room if you want to simply avoid them. After that you have too kill the hunter with the holy blade and you're home free iirc.
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