After you defeat the 7 bosses around the map to acquire all of the Arch pieces, head to the Twisted Caverns. You should see a green eye looking thing on the map in that area if you've explored it fully.
Head there and build the gateway. Prepare for the 3 stage final boss fight immediately afterword. It's not really that hard if you're fully upgraded. You could probably tank most of the damage and just keep firing/slicing and heal every once in a while.
Credits are unskippable but not that long. You can continue playing after you beat the game so don't worry about missing anything.