https://www.gamespot.com/articles/how-to-get-octopath-travelers-special-ending/1100-6460394/

Octopath Traveler is a collection of eight tales, loosely tied together by the eight different people who decide to travel together. However, Twinfinite may have found a deeper connection that pulls the eight stories together. When examining Octopath Traveler's lore, Zhiqing Wan noticed The Gate of Finis is mentioned throughout all eight stories, and that there just so happens to be a post-game dungeon that may further explain that connection.

Warning: Possible spoilers for Octopath Traveler ahead.