After Corrine has already died and you have defeated the Dark Dragon and walked through the doors in Mitho's Castle, go all the way back to Iselia. Once there you should see a skit involving Sheena hearing Corrine talking to her. After that go to the Temple Of Martel. Once there go to the place where you first met the angel. When you enter the area you should see a secret scene with Corrine in his true form.