Grace and Glory are powerful enemies fought multiple times in Bayonetta.
Hierarchy of Laguna
Grace, draped in flame, and Glory, controller of lightning, are the twin escorts of the Creator. They share a wild disposition and are often depicted as gods of war, heroically leading the soldiers of Paradiso into battle, with their giant claw-like weapons being symbols of their ferocity. Humanity recognizes the increased spiritual power of twins, a power that comes from the blessings of Grace and Glory.
You you will encounter different Grace and Glory dues in some parts of the game
Umbran - Training Ground Ruins
You'll reach an open area after the bridge, there is a Gate ahead of you, but you can't do anything about it so just Ignore it, as you begin to head to the stairs, you'll encounter one of the most challenging Angels in the game: Grace & Glory.