Alright, finally beat the game and unlocked the Gallery. Reading the comments it seems there's another secret character to find. May I have some clues as to where?
Edit: I've found the castle secret (Screaming Sign) and met with Ozzy to get a gun upgrade (10% thing) and payed off the Red Dragon.
I've read there is a secret ending requires that requires 5 secrets? If so, how and where are the rest of the secrets?