well i did beat the bloody palace without infinites, the way i played it was:
normal dmc3, till i beat heaven or hell
SE, dante normal, virgil hard, virgil bloody palace, dante either very hard or bloody palace, and then both dmd, didnt try heaven or hell yet, and really all dt does in dante must die is make you faster, you dont even do a lot more damage cause the enemy's DT aswell, im just someone who happens to be very good at these type of games. ( ninja gaiden? piece of cake )