Cathedral Skip is a small inertia skip performed in M2. It allows the player to skip the Grim Grips, saving roughly 3 seconds. This skip can be performed by all the characters.
General Notes
Nero's Inertia is generated by CS and his first slash of Aerial Combo is used to align yourself with the pillar. It goes like this Aerial Slash, CS, Wall Jump, CS, Aerial Slash.
Vergil wall jumps from the pillar and uses Trick Up to make it up.
Lady is a bit more complex. You must angle your camera towards the pillar, shoot guns to gain upward momentum, wall jump, shoot again and use Lady's hook to clip past the balcony.