You need to pass the sqi arena first. In order to enter the sqi arena, go to yuno, head all the way straight north and talk to the old man. You need a party of 6, with each person having all seals 1,2,3,4 to enter. The sqi arena consist of 8(forgot exact numbers) mvps, where your party has to kill all within 10 minutes. Once you kill the last mvp (SK), your party will automatically be warped to the halls of valahalla, where you can make the sqis. Once in the hall, talk to the valahalla guard before leaving the place so you can return to the hall again without having to redo the sqi arena.
If you want to return to the hall again later on, go to yuno again, head straight north, and just a bit to the east of where the old man was, talk to the valahalla guard and you'll be warp back to the halls.
