Keep attacking even when Hell Vanguard blocks your attacks.
Soon enough, both Vergil and him
will parry. Two choices 1) side roll away
then attack 2) jump over his head towards
his back and attack.
Never attempt aerial attacks
on Hell Vanguard. If parried in mid-air
(e.g., while performing Helm Breaker),
you will get hit by his scythe swing that
comes right after.
Do not shoot (Summoned Swords) at Hell Vanguard if you don't want him to perform Hellgate, a move in which he teleports away and reappears to charge at you from random locations. If he does this, pay attention to the sound. When you hear a 'gong', jump to evade his charge attack.
Hell Vanguard often reappears from the ground to charge at you upwards. To avoid this, make it a habit to keep running the moment you see him disappear. He will not hit you so long you're not in range. If you think you can't run away in time, do a side roll just as Hell Vanguard reappears from the ground.
In the harder modes, Hell Vanguard
performs Hellgate regularly, 3 times in a row.