Frigid Hell Trophy in Bloodstained: Curse of the Moon

Story related and cannot be missed.

You must beat the second stage, Frigid Hell.

Near the end of the stage is the upgrade item, a Weapon upgrade.
 

The boss is some kind of monster/turtle hybrid named Focalor. It likes to shoot laser beams at you, drop icicles from the ceiling on you then fall through the ceiling to smash you, and surround itself with orbs.
 

The desperation move on this boss is that he disappears into the background and then after several seconds he smashes in from the left and hits the right wall. If you jump just before it charges, it will aim mid screen, allowing you to land and stay safe.
 

At the end of this stage, you have the option of recruiting, leaving or sacrificing Alfred.

Recruit Alfred as part of Those Left Behind
Kill him as part of Emperor of Darkness
Ignore him and move right as part of Nightmare's End