The Last Trials, Forest of Endings
It appears you can do them in any order you wish. I walked out of the door of the Second Trial because I thought I should do the First Trial first. There is also an Oni Trial.
So here I am at the First Trial.
I guess I was a little too optimistic. I did not die but Kai did. I battled against a Queen Wooly and a lot of her dastardly adorable children. Then came King Wooly. You can use the Dance of Bonds to try to tame any of them but I had a Level 150 Buffamoo under my spell and then he just vanished before I could give him anything. It is a brutal arena! Not even certain how close I was to completion before I decided to warp out of there.
I will raise my Level before I return