Once you're in control, evade the Megaera's attacks then attack her using the chains you freed yourself. Chase down the Fury and take out the insect minions she sends. Continue following her across the bridge down to a cavern.
Once inside the cavern, turn to the right immediately to find a chest with red orbs and note on the ground that you can examine. Continue pursuing the fury until she destroys the floor. Here, you'll have to fight insect-possessed prisoners. Follow the tutorials as well if necessary.
After getting rid of the room of enemies, head to the glowing point on the floor and pull the broken part of the floor above to create a stepping platform to return to the upper hallway. Open the chest containing green orbs ahead then proceed at the end of the corridor to find another note on the ground and a ladder going up. Open the chest with red orbs inside once you reach the upper ledge then open the heavy door. Continue outside until you catch up with the fury.
Pick up the sword from the ground and proceed past the gate. Here, you'll have to fight more of the possessed prisoners and the fury's insect minions. After the cutscene, you'll have to face the infected/possessed hand of Aegaeon.
For the first part of the battle, you just need to simply evade and attack. The enemy's attacks are slow and predictable, so you should have enough time to react where it's attack will land. Once it is weakened, press R1 to grapple it and correctly press the QTE (quick time event) buttons to proceed with the second phase of the battle.
For the second phase, the enemy will use the basic lunge attacks and a sweep that will cover the entire area. Use the pits to avoid taking damage. Continue attacking and hiding until it staggers. Once it does, it will start aiming for the pit you've taken cover from the last sweep so get out of there immediately to avoid taking damage. Continue attacking it until you see a red cursor appear over its head. Press the QTE buttons again correctly to defeat it. Steer yourself across the obstacles until you reach the next area.