Area 4 - Yuki-Onna and Worm Princess. There's a choice in the middle route of the level that will put you on the route you want. Top choice is the Empress/Orochi route. Middle choice is Fang-Mei's route. Bottom choice is Seimei's route. This influences what final boss you will fight (And the H-Scene you get upon winning or losing).
Area 5 - Spider girl + Variable bosses.
If you're on the Empress' route you'll have to fight Fang-Mei and Seimei as back to back bosses before the Empress' chamber, once you enter you'll have another choice. First choice weakens the final boss by 500 HP, but there's no H-Scene upon victory. Bottom choice has the Empress at 1500 HP, but you are awarded with an H-Scene upon winning (Ala VH2 or VH 1).
If you're on Seimei or Fang-Mei's route the event that would normally have their fights is replaced with a scene of the empress being defeated by them. They will replace her as the final boss in their respective routes.
Losing to any of the final bosses in their second 'form' (Post music change) results in a game over H-Scene. Losing to them before this results in game over, like Xueli in VH2.
After beating all the routes and attaining 100% CG gallery the extra tab will open up on the main menu beneath the game exit button. Enjoy the threesome scene.