In most cases, it is legal to watch fanfiction. Fanfiction is generally considered a form of derivative work based on existing intellectual properties. As long as it's not being sold without permission or used in a way that violates copyright in a major way, just reading or watching it for personal enjoyment is usually okay.
Fanfiction.net could also be a place to check. It has been around for a long time and hosts a vast amount of fan - made stories. However, the interface might not be as modern as some other sites. But still, it's worth a shot to search for your desired Dante vs Bayonetta fanfiction.
Toge Inumaki is important too. His special cursed speech ability makes him stand out. Also, the principal of the school, Masamichi Yaga, is likely to be important as he is in a position of authority and has an influence on Gojo and the other students. There could be other characters like the members of different clans that also play roles in the complex web of the story.
Dante describes Beatrice as an extremely beautiful and pure being. He portrays her with a radiance that seems almost otherworldly. Her beauty is not just physical but also has a spiritual quality that makes her stand out.