I just got it, but the way to do it is freaking hell!

It's not stated anywhere on the game that you can do a jump and press down or down/left/right and press jump again, midair, to do a kick flying/going down instead of double jumping upwards.

The trick is to do that from that plataform, on the lower part of the screen, jump at the precise height, do the downwards jump and by fate of luck stand on the lower part of that ledge and immediately do the common slide.

I will not lie, I made use of the cheatengine to not lose my health to attempt this trick for 20 minutes until I managed to get inside there. I hope this helps any player with more skills than I do to attempt this without a cheat to not lose health.

Here is a few pictures of it:

https://i.ibb.co/wYLvYcq/2021-04-10-1934-2.png

https://i.ibb.co/f8jfvJr/2021-04-10-1934-4.png

Since my english ain't that great to explain things, this image ilustrates the above trick:

https://i.ibb.co/Xs8r7Zb/2021-04-10-1934-3-Copia.png

Actually Zangetsu can max out his healt without that MAX HP UP. Starting with 300 HP every MAX HP UP gives him +20 HP for the total of 800 HP at level 1. Only 25 items required for this and there is something like 30 MAX HP UPs there. After reaching that point the items only fully restore his healt.