You have to unlock Star Blade from Devil Within. Go to the first room in Stage 4-2, there is a breakable wall underneath the higher ledge. Transform to Devil Jin and press L1 + SQUARE to blast at the wall.

There will be some tiles appear after the wall is destroyed. Jump over the tiles and move on to the next room. There will be a spaceship from Star Blade in the middle of the room. Collect it and continue to beat Stage 4 to unlock Star Blade. (Unverified)