When you have Visual Works of Anubis, Pop the special demo disc into your PS2. In the main title, there is an option of 3 : New Game, Save, and Options. Play through the demo, and after clearing the demo, you'll return to the title screen. SAVE it. Once saved, pop in your Original ZOE2 game again, and all Ex-missions and VS mech will be unlocked. (NOTE: This only applies to the Japanese version of the game Anubis: Zone Of The Enders only. It does not work on Zone Of The Enders : The 2nd Runner)
After clearing the game once, start the new game with all sub-weapons equipped, and try getting into Margrifier, the place where you have to unlock the gate....On the left route (always go left), there is a dead end along the way to the generator. Use Vector Cannon to blast the blocking stones to clear a secret path. You'll be brought into the Wind Tunnel, fighting several enemies. destroy them, and you'll be brought into an unfamiliar location, where you'll have to fight Aumaan Anubis. Destroy it to find the small icon of Aumaan Anubis. Grab it and it'll be unlocked.