Check out these maps of the early levels which should help you find the missing bits in the likes of Red City, Slave Grave, Star Curtain, Blue City, the White Garden and Neptune's Lair. Click on a pic to enlarge and you should be able to figure out where's where on each map and how to get to the bits you're struggling to reach. I'll post the later maps sometime in future, so no one can accuse me of going spoiler mad.
And remember, Demon Gaze 2 is coming in 2016!
UPDATE: The later maps are here for when you get deeper in Grimodar, Black Cage and other dingy places.