I can't quite remember but I think you are supposed to do all the main mission again on a harder difficulty to unlock the "abyss dungeon"(basically a never ending dungeon with thousands of floors). Here just found this:
You have to beat Queens Eye in Way of the Samurai (first playthrough) by doing this will unlock DLC.
Also beating Queens Eye (first playthrough) will unlock Way of the Strong (which is NG+)
You can change between Samurai(normal) and Strong(hard) regions as you wish
So seems like Queens Eye mission is the key.