To open the door to the Final Boss - Wicked Killington, first you have to open all 12 Trickster door in the game.
I killed him with this setup:
The "Wicked Killington" & "Jailer" major cores are useless against him, so you can change them for a + Attack/Health power Like Leviathan/Legion Boltsplitter or Legion Shieldbearer.
You can get 2 EXTRA Major Core slots, if collected all parts of the Abyssal armor (5-5) for both characters. I got only one as you can see, there is the "Moloch" core. If you don't have any put this core to the "Jalier" slot.
Most of the Major core should be at level 3. For Belial, Moloch (and Mammon >> see below) just simply play again their level (only a boss fight) and you will get 1 core for each win. For Hollowed Fiend core you can play the first level again, but that's a whole level... I couldn't get Moloch & Belial core elsewhere.
If you want to farm souls you can do it on level 6 Mammon boss fight, it's around 1-2 mins and you can get 8-9k souls (2-3k souls + Mammon core >> 5-6k souls for it if you are on lvl 3 of that, but sometimes does not appear).
For farming use these cores for extra souls:
Minor core - Void Magus +5-15% souls
Minor core - Ghoul +5-15% souls
Major core - Mammon +2-8% souls
Here is a video (it's faster because I'm almost 1500):
So If you are ready for the boss fight - I recommend to try this at least 1300+ - here are my tips:
Always run around.
When hear the funny sound or see the Red/Yellow flashing on him immediately dash (evade) 2-3x.
Use the clones (LB + X). Most of the time Wicked will attacks them, not you, so you can shoot him from the back. In my video he attacks me, but 10/9 he's not... If he attacks you, not the clones, just start again the fight, that way much easier.
I bought the "Vessel of undying" 50k souls + 15 coins. It's an "auto-healer", just in case, if you have souls.
For the secondary weapon the Static is quite good.
If he's throwing his hat (75-50-25% health), he is invulnerable, don't waste your Anarchy form for this, so start after it or if you are on low health.
So here is my video: