Keep following the broken path until you reach a group of possessed civilians. In this narrow corridor, fighting them can be a problem. Due to the confined space however, your single target attacks will hit all of them.
Once the group is dispatched, multiple paths will greet you.
Chaos Gem: Along the left path is a pain box across a small pit. Jump across and nab the gem.
Take the right path (they meet shortly so either is fine) until you reach a large open area. Use the grapple points on the pylon in front of you to follow the long grapple chain (with several hazards) to the outside again. The electric sparks and hot steam can knock you down and cause you to re-spawn for the cost of some health. Thankfully you don't restart the whole sequence.
In the outside area use the nearby broken catwalk to push onwards. After another climbing sequence you will hear gunfire above (hello again riot police). The first officer you run into will be surrounded by possessed civilians so use this opportunity to regain any health or magic you need while he is distracted. Once the possessed citizens are no more, use your chaos magic or heavy attacks to break his shield and finish him off. After that, two more will be on a ledge nearby. These two are guarding a magic font, so if you want to refill you have to go through them.
Void Gem: Up the stairs above the magic font.
Memorial: To the right of the magic font is a small archway. Inside there is the memorial
After filling up at the font, head right through the small archway and use your chaos bomb to open the large doorway. Head inside and flip the elevator switch. The container riding section is pretty simple, but the controls can make your life difficult. First, hop on the front of a container and drop down to the lowest point on the front. As you approach the lower line of containers, wait until one is below you and drop down. When you land, head away from the direction the containers are going and latch on to the front of one of the trailing containers. Drop down a little so you don't hit the electricity and then jump onto the top of your container and let it take you through the electrical archway. In the next area, wait until there is some solid ground within reach and jump down when you can.
Memorial: Next to where you land
Drop down the nearby hatch and then further down to find a handle to turn. Drop down once more and you will spot a shadow portal. Nearby are some guards that want to make mincemeat out of you. Don't use the portal at all. Instead, throw some bats at the non moving guard and as the second one walks over to help him, possess the second one. This will let you open the door and walk through. In the new area you will see technicians loading into the train a suspicious crate. When you regain control, use your bats on the guard and run to the ladder on the right side of the area, as you clear the fence, the guard will follow you through. Keep moving along the path.
Life Gem: In a small room, reachable by ladder partway along the grapple chain (when you are standing up)
When you reach the other side, wait until the guard has his back to you and then drop down and possess him. With guard in tow, head over to the nearby lever and open the gate. Your guard will run out as you pass through it so take cover. You will see a grille in the wall between the two guards. So head back to the first area and use the shadow portal to transform. You can now run straight down the middle between the guards and into the grille. Now you are inside, transform back.
After a short cut-scene you will be confronted by one of satan's soldiers. These guys are actually easier to deal with than they look. You can use the whip to deal damage at a safe distance. When the soldier lifts his leg in the air he is about to release a shock-wave towards you. Other than that all his attacks are given away by unblockable symbols so you know when to dodge, Keep whipping away and try to finish him once he is stunned.
Things go badly however and the guards are alerted to your presence. Press B to exit the window and quickly grapple to the roof of the train car. Run back towards the camera (away from the bullets) and you will be back with the soldier. Ignore him (dodge around him) and fling bats at the guard who is shooting the coupler. The train will buck wildly and after some painful events for the guard, you will have to rapidly climb to the roof once more. When you are on the roof, run towards the front of the train for another cut-scene. Shortly afterwards, you will see large lights heading right for you. Run for the ladder on the left side of the train and press B to descend. Follow the grapple chain to get back inside the train. A guard will appear, walk right up to your hiding place and then turn around and allow you to possess him (quite kindly actually). Open the door at the end to meet your old friend for the third time (soldier).
After a short bout of fisticuffs, the soldier will run and break open a nearby door to reveal a guard. Quickly run up to the right side of the hole and jump around to the side of the carriage on the grapple points. Pass around the side and reach the roof once more. Run forward and you will hang from the carriage in front. Rushing light fittings will race to meet you so adjust your position so you will pass through the gaps in the lights. After several of these our best mate will come back for a visit (does this guy never give up?).
I wouldn't really classify this guy as a boss. Just a regular enemy with more health. Initially he will latch on the roof and then drop down on you. Complete the QTE to discourage this and then just dodge and smack him down with your whip until he is dead. Very simple really.
Once the train has stopped (abruptly of course), you will meet a new traveling companion. Thankfully he seems to be a bit more agile than dracula (in some ways at least) and will open up a path for you. Follow your companion and drop down to the level below. Pull the lever here and the nearby door will open. You will come out on a catwalk above a bunch of possessed citizens. Unfortunately you have to take them on. On the plus side, for the first time in this game you have help. When the gunner appears, throw your bats at him to keep him occupied and return to beating up the regular enemies.
Once the room is clear, head over to the power switch and ask your companion to hold it (activate the switch and then press Y). Pass through the now limp cables and straight ahead you should see a glowing golden power conduit. Break the cable and your companion should rejoin you. Take the right path through the curtain of cables and you should emerge on another balcony. More possessed citizens will be below (gunners). Drop down and bat one of the gunners while focusing on the other one. As you do one of satan's soldiers will appear. Concentrate on the gunners, then the regular enemies and then finally the soldier to deal with them efficiently. Avoiding the soldier is your main priority here as the other enemies only do little amounts of damage in comparison.
Once you successfully clear the room, you will need to perform a sequence of co-op jumps using the grapple point nearby. After swinging through the gap, your companion will open the gate for you. As you start climbing up in the nearby room he will have to return to Zobek so you are once again on your lonesome.
Challenge item: Partway up as you climb in a corner of the room.
Chaos gem: Further along the grapple trail, jump off the end of a beam and then follow the path to the rear of a pillar to find the pain box.
Chaos Gem: In the top corner of the room
Head to the top of the room and then drop off a beam to the floor below to find a hole smashed in the wall that you can enter. Drop down into the alley below and approach the gate to greet Trevor.