Travel to the first bonfire in the Drangleic Castle. Head left and open the door at the very end. Go down the stairs to enter the Throne of Want. Continue down the path all the way to the mist door at the end to battle against the Throne Watcher and Throne Defender bosses.
Boss Battle: Throne Watcher and Throne Defender
Going up against both the Watcher and the Defender is challenging due to their complementary abilities. The Watcher is fairly agile, while the Defender is slower and slightly more powerful. Keep both bosses in view at all times and focus on whichever one is closest to you. If possible, take down the Watcher first, but it's important to take them down nearly at the same time. You have a short time before one downed boss stands back up if the other isn't defeated. Focus on the Watcher, but deplete both health bars as evenly as possible.
Both enemies attack with standard two or three hit combos at close range, and lunging attacks from a distance. The key is to get them far enough apart that you have time to attack one without having to worry about avoiding an attack from the other. Fast ranged attacks work very well here. If that's not an option, make use of a spear or similar weapon that allows you to block with your shield while still attacking.
Continue to strafe in circles around both enemies, keeping them within view at all times. When a brief opening presents itself, attack once or twice depending on the speed of your weapon. You need to be patient during this battle to ensure you do not take unnecessary damage -- chip away at their health bars a little at a time rather than trying to overreach yourself.
After defeating both enemies, speak with Shanalotte at the entrance to the Throne of Want. Head back down the long path and enter the mist door to begin the final boss battle against Nashandra.
Final Boss: Nashandra
At the beginning of the final battle, stay near the entrance and let Nashandra come to you. She'll summon three objects that create Dark and will curse you if you're too close to them. If you remain by the entrance, you'll be far enough away from the first batch of these objects to avoid any ill-effects.
Nashandra attacks with either two horizontal swipes or a single vertical attack that's fairly linear. Block or evade these attacks, then counter with one or two attacks of your own depending on the speed of your weapon. If you back away from Nashandra, she uses a linear projectile-like attack that's essentially a line of Darkness.
About halfway through the battle, Nashandra's hand becomes engulfed in Darkness. Back away immediately to avoid the following attack. Shortly after this, she'll once again summon the objects that emit Darkness, and you'll need to move to the far side of the room. Wait for Nashandra to approach again and repeat the above strategy to finish her off and complete the game.
Congratulations! Now you can start a New Game+.
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