I'm enter in the Crag of Phaeroh and then in the portal (but I don't know if this is before or after Zaude) and I speak with the sage. Twise.
At second time I sleep in his house, and then I leave.
Now, for unlock the dungeon, the guide of side quest tell this:
"<< The Post Game Dungeon Side Quest >> <SQ37> Required to open the EX Dungeon, something that you should think about if you even considering playing after defeating the final boss.
** The Crag of Phaeroh ** (Part 1) - Head to the Crag of Phaeorh. Where you spoke with Phaeorh there will be strange portal thingy. Go near it for a scene. You'll end up in Yormgen again. Head to the Sage's house and speak with the sage. This is the first part to open the EX Dungeon after the game is finished and needs to be done before finishing Zaude.
** After Beating the Game ** (Part 2) - In Crag of Phaeroh, get near the weird portal thing. This portal will take you to Yormgen. Speak with the sage once more and then leave. Head to Dahngrest and enter there and an earthquake will occur. If you leave and head west to Yurozea you'll notice the big mountain range in the middle has just been demolished. Well there's the EX Dungeon, enjoy. You need 15 Fake Gald, obtained randomly from bosses/chests in that dungeon, to face the final boss in there: The Traitor to Heaven. After beating him you'll get the last invitation and be able to unlock the 200-man melee provided you've beaten the 100- man melee with at least 3 people."
But I don't understand the second part. "After beating the game", but after beating the game I can't start a New Game? I'm forced to stay in my first game?
And I can't unlock it in ex new game? After the battle with final boss the option is twice: Ex New Game and Continue. For Unlock the dungeon I must to choose Continue? If I choose Ex New Game the dungeon not unlock itself?
Let's start over. You beat the game by beating the final boss. You're asked to save a CLEAR file which has a star next to it.
From here, you can do two things:
1. Choose continue. You load that clear save. You appear before the final boss. You can go unlock the EX Dungeon and do whatever else, such as Grade Farming. Any save you do while playing will have the star.
2. At ANY time, you can choose EX New Game from the main menu and choose a clear save. This starts a new game with which you can use your Grade to buy various benefits.
One of the Dedicated 500 - #33, #309 http://www.gamefaqs.com/boards/genmessage.php?board=570526&topic=47462663