Posting this here as I got stuck and couldn't find the solution here or via google at all.
I got over cocky on this one as I have beat it a few times and did my first play through blind - it took forever as I was grinding for souls the whole way and it was a while before I figured out I was missing Legion and looked up what I had done wrong. Ah well - there is new game plus (there is an icon above your save once you beat it, press up on selection screen to select it)- I can just burn through and get Legion right away, no time.
New Game+ also takes away any of the traversal/ability souls (giant bat, kicking skeleton, hippogryph, etc.) but I was over powered so burned through most of the game pretty easily. Got Legion, got all the ability souls and ... nothing. Checking the enemies menu showed 99.1% complete but looking at each entry all of them had the soul box checked. All the ability slots were filled in too. Manually counted the souls in my inventory and they were all there.
I was close enough to Graham after grabbing Hippogryph so I equipped the 3x needed souls to continue the story after the "final" boss and beat him. Talked to Alucard - then there is a soul in the next room (Jaguar something). Got it - trophy popped. Didn't need to go fight Julius or anything.