I actually started NG+ last night. I debated about going in fresh with just unlimited Bonding events but I took my items so I can steam roll it to get to the extra NG+ stuff. I'll say that Divine Knight battles will be hard. I barely scraped by with the first Magic Knight encounter. Some enemies also hit for a decent clip so I do have to pay attention. I also using a guide now to just beeline for say recipes (might be moot since I did and got the master quartz rewards but I think Ferris gives you some item for a completed recipe book) and other items of note.
As for the last dungeon, I'm certain now.
Also regarding Cassius and other Sky stuff (in an older post), I think you are right. I would love to check wikis and stuff but they're minefields of spoilers. It is very difficult to build a timeline of events without being to check stuff. Even checking names is dangerous. It's how I got spoiled on who
I would love a wiki that's like The Tower of the Hand where you can set what games you have played so it can limit/expand what you can read (in the Tower of the Hand case, for A Song of Ice and Fire/ Game of Thrones). I would but I haven't played Crossbell or Cold Steel III so...
So yeah, take what I say about the lore with a grain of salt.