Well, to be able to access the Mysterious Figure fight, you need to load a save file on which Land of Departure is still available, but you can also access the Badlands at that time. Like, just before going to the Badlands for the last time in all stories, LoD is available from what I remember. Save right before going to the Badlands for the last time, that save file would be perfect. After you beat Vanitas Remnant, you got to LoD and Mysterious Figure will appear there. Ta-daa~
*I hope I got that right, must remember my own old gameplay*