Dante and Lucia at the same time?

[Samz]

Should I play both of their campaigns at the same time or should I wait til' I finish the other one's campaign first?

[DarkJuda On Deck]

Playing them "at the same time" will get tedious really fast considering you have to go back to the global launcher after each mission to "swap disks". Also, Lucia has less missions than Dante so if you do one mission each, you'll finish Lucia's campaign before Dante, making this whole "idea" pointless.

Playing Dante's campaign and then Lucia's campaing is way more simple and... less unpleasant.

[Samz]

Is there anything like importing red orbs from one campaign into the other?

I didn't mean one mission for Dante, one mission for Lucia but just not doing their campaigns entirely before doing the other or if new game plus stuff requires each campaign done one at a time.

[DarkJuda On Deck]

No, both players work independently and have their own sets of orbs, items, fragments, etc...
Once you will beat one campaign the game will ask you to save and then launch the other disk to play with the other character. Once you will have done the other campagn too, you will unlock the next difficulty, hard mode. Once you beat hard mode with one of the characters, you'll unlock another special character. To unlock Dante must Die difficulty, you have to beat both campaigns in hard mode.

[mdesaleah]

You could just not play 2 xD. It doesn’t connect to any future game and is by far the worst to play.