To get into the spy base by walking through air, go to the door ahead of you when you start in your base as a Upsilon Force member. Then, walk down the stairs and go straight ahead. Go over to the box on the right side of the boat and stay at the very top of the boat. Start jumping and have one of your friends push you up onto the box, then walk to your right and keep moving. You will now see a yellow line. Stand on it and walk straight ahead to walk through the air. Walk slowly because you will fall off if you walk fast or run. Slowly walk onto the edge of the ship that is directly in front of you, then walk over to the point of the ship where the spies start and drop down. You will be in the spy base as a merc.