Known issueHow-toUpdated · 5 replies on Steam
NINJA GAIDEN 4: How Do I Change Difficulty?
Short answer
No confirmed fix yet. Players suggest: While in-game, cannot change it in the title screen › System › Difficulty Settings
The problem
Started on normal, I am ♥♥♥♥, want to go to hero mode, can't find out how to do it?
What players suggest
While in-game, cannot change it in the title screen › System › Difficulty Settings
Can't do it while at purgatory. It took me awhile to realize I had to leave , change the difficulty, then go back to purgatory
Did this work for you?
Source: original Steam Community discussion. Quotes are shortened; all credit goes to the posters.