Use mementos.
Barghest' Room in My Room will have a Memento upon clearing the game on True Mercy, you can use it to relive the vent escape, losing there will net you the gangbang scene.
Gel Daji has a scene that can only be seen when in combat with her, simply fail a dance in her fourth phase and then struggle out, you should get the scene in the Compendium at the first stage of the escape dances. To refight Daji, equip her bronze box and equip the gel card on your indulgence slot to skip the other three phases.
The Nina Scene is her 0% Ratings Show, take the Showtime Memento obtained from within Nina's room and use it to access the Nina boss fight again, simply get the ratings to 0%(use drugs during airing, succeed dances, etc.) and she'll end the fight and start a game over scene.
You also can't access Black Fox, not right now, but what I've listed above should let you open the last chest.