You must save at the last save point.

You must hold down L1 when you enter a battle.

Complete the entire game.

Beat the game. Then when entering battle, hold down L2.

Kill Woden on floor 2 of the SG.

You must beat Gabriel Celestia on floor 1 of the SG.

While in Lezard Valeth, leave to the world map and head for the Seraphic Gate. Alicia at L60 would be a good idea. Defeat the gate guard and go through 3 scenes to fight Celeste.

Upon beating him you get the wand and as an added bonus, you get Leone and Dylan back. But they are at a very low level. After finishing your task I suggest you leave the the purple shining mirror and save.