"Eastern Castle of Shining Needles"
If that's true, the final boss/bosses will appear in a castle, and following Stage 3, it could happen like this:
Stage 4:
"Suddenly, a mirror appears in front of (character you're using). Before getting closer, (Stage 4 boss) appears in front of (character you're using) and they fight. (Character you're using) wins, and the mirror brings her to a mysterious castle filled with mirrors..."
Stage 5 is like PCB's but in a mirrored hall and Stage 6 is like PCB's but in a room.