See step 1 of main Easter Egg for how to get the Daihannya.
Using the bonfire will trigger the buy-able ending and win the game. You will also have all perks on the map and if playing co-op they will be permanent.
Nikolai will be best seen when near Downers Delight and looking above the opposite corner. To activate you must scope in on a character model of Nikolai Belinski who is on top of the walls surrounding the map. There is a jumpscare Easter egg that will require a scoped sniper rifle to activate.