use the blue/water armor along with wise spending of your jewels. Don't forget to use the jewel cheat code.
LORDS OF THUNDER cheats
Boss Mode
Go to the configure screen, set up level=HARD, music=01 and sound=01, then press Select+I (you can return to level=NORMAL before exiting) - this will bypass the stage and go directly to each stage's boss.
Start with 10K crystals
Go to the configure screen, set up level=SUPER, music=02 and sound=02, then press Select+I.