You need to complete the game once so you get to have all subweapons at the begining

When you encounter nephtis for the first time she will have a shield use DECOY and hit her back (behind her)

Also when you fight nephtis in the energy plant (with th CLODS) grab a clod and wait until she charges you.

Shield yourself with the clod and she will charge the clod instead then this is a very good time to use the HOMING MISSILES because her shield will be diactivated.