This is a great boss fight, which ranks among the most difficult battles I've ever won. I love how the Messiahs can just barely win on their own even on Apocalypse difficulty, although I'm not sure the developers meant for that to be the case. I had previously won this battle on War difficulty by only using the Messiahs, but the margin for error is much smaller on Apocalypse. Here are the main differences from War difficulty:
1. Stephen's attacks do more damage. For the most part, this actually doesn't change too much from War difficulty. However, when the Messiahs are at +1 or Stephen is at -1 Demi-fiend dies to Wave Function + Calamity Code and Flynn dies to Wave Function + Energy Compression, which wouldn't happen on War difficulty.
2. The Messiahs' attacks do less damage. This is very significant because the battle drags on significantly and the team is severely starved for MP late in the fight.
3. The Messiahs' attacks miss much more often. This is also a huge deal because they need to be able to consistently heal and deal as much damage as possible to win. I often opted to use weaker single-hit attacks with The Hero and Aleph because the miss rate of their multi-hit moves makes them too risky to use in most situations. In general, you have to consider the risks of missing every time you attack, but in this battle there's often not much of a choice and you just have to hope that your attacks hit.
To simulate a Messiahs Vs. Stephen battle as much as possible, my rules are as follows:
1. Nanashi's team is allowed to buff themselves to survive, but they can never debuff Stephen.
2. Nanashi can attack Stephen once per turn to prevent him from using Singularity Wave on the Messiahs. The Trident melee weapon is equipped, which hits three times to maximize the chance of damaging Stephen at least once. It does minimal damage since Nanashi has a magic build.
3. Nanashi's team is also allowed to use Magaon and Dekaja to negate Pair Production if Stephen uses it on their turn.
Here are a bunch of moments that I highly recommend checking out. It's crazy what I managed to live through in this attempt.
10:12 Not good. Stephen is at +3 and is about to lead off his turn against the Messiahs with Singularity Wave.
11:08 Stephen, just let me play the game!
12:13 Another close call
13:46 Good thing Mediarahan healed Demonee-ho for 1 HP,.
22:16 Halfway through the battle, and the MP struggle begins. I purposefully limited my Great Chakra and Bead of Life usage to minimize the MP lost to Black Hole; it's a double-edged sword, but I think it's necessary to win on Apocalypse.
24:07 This is the only turn that the Messiahs fail to damage Stephen. Nanashi's team was hit by one Singularity Wave because of this, whereas the Messiahs had to live through three Singularity Waves. Overall, Nanashi's team had a net negative effect on the Messiahs' ability to win this battle.
26:03 NEVER GIVE UP. EVER. In reality, I was really close to just throwing in the towel and resetting, but I figured I might as well ride it out since Stephen was almost in the red. I thought that maybe the Messiahs could take out the remainder of his HP in a turn or two; little did I know that it would take me 15 minutes to take out his last 20,000 HP. Nanashi also decided that it wasn't important to be accurate with his back to the wall.
27:16 Stephen is CLUTCH. I didn't even need to attack him this round to prevent Singularity Wave, which allowed me to recover from a literally hopeless situation.
28:37 This situation wasn't much better than the previous two turns. I needed to heal, use Magaon, Dekaja, and damage Stephen all in one turn but I had to pick two. Somehow, it worked out.
37:02 My final Bead Chain. They give you just enough MP recovery items and Bead Chains to make this the slightest bit possible on Apocalypse difficulty and no more.
38:49 Here we go again. Reboot Code + Wave Function is an absolutely brutal combination and Nanshi's team had to live through it twice, although it took out five demons in the process. The only difference between this time and the last was that Shiva has just enough HP to tank Wave Function. Two demons were taken down, but victory was near.
41:15 The final close call of the battle, as the Masakados Magatama saves the day.
If you're wondering, I actually didn't use any DLC incenses on Nanashi's team. Almost every demon had Life Surge, Life Gain, and Enduring Soul. I used all 16 Armor Boost Kits I found during the game on Nanashi and gave him the Steel Essence accessory for Life Surge on top of that, which boosted his HP quite a bit.
As a final disclaimer, I did use a save state at the end of the first Stephen battle to retry this with ease. The entire point of this was to showcase the abilities of the other four Messiahs rather than Nanashi's team, so that battle wasn't relevant.