Item description:

Save 1 - 9 is each boss, excluding save slot 7 which is 50% percent chests(go out of inn, press start and open, I believe 4 chests and it will unlock).

Gabriel Celeste - Simply go to hidden dungeon at back of building your saved in, go to floor seven - go to South Room and he's on the platform you see in front of you(you can find guides on this if needed).

Ethereal Queen... you need to go to Sanctuary on EN-II, go to elevator, choose Sanctuary, talk to dude in front of you twice - he'll teleport you to the Dungeon.

Further info can be found at Gamefaqs for the general rules of this Dungeon, it's really lengthy, I'd say leave yourself at least 2 hours, perhaps 3 for completing this - since you can't SAVE.

It may also be worth noting... the characters don't have modded gear(stats yes) OR even enhanced gear... so you may want to consider this too(I didn't and the boss KO'd my team, but I still beat her)
she's just really that tough and enhancements would make this easier.

Good luck.