This is part of the Warriors of the Sky DLC.
This video begins after returning to town when you find Athenalogia Arena empty, and covers up to the final fight of this DLC. Here are the timestamps and notes.
0:00 This video opens with the group discussing Athenalogia Arena. You have to fight monsters who are holding back the souls of the Dragons that run the Arena. Teleport to Abyss Road to continue with the story.
Note: The quest marker for what you are actually trying to find does not show up on the map at all until you are right next to it.
3:43 Back in Abyss road, go to the north east corner of the map, you will see a quest marker once you are in the correct area.
4:07 This is when I arrive at the quest marker. A boss will appear, and you will be sealed in the room till you beat it. Once you beat it, teleport to Athenalogia Arena.
5:51 Athenalogia Arena will now be unlocked. Clear it to unlock the final Arena of the game.
Note: Remember to do hard mode of this battle for better gear. Teleport to Sanctum Antechamber to do the final Arena fight
8:31 At Sanctum Antechamber, and with all other Arena battles cleared, equip all pieces of the Arena gear to open the door. This will be the final Arena battle, and the end of this DLC.
8:56 The Final Boss of this DLC is a fight against a dragon.
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