Blue orbs for health, purple orbs for devil trigger. I'm sure you've found a few blue orb fragments floating around in the levels. You can go back to find more, or just purchase some full blue orbs at the shop. I think you also get blue orb fragments for completing secret missions. Purple orbs you just straight up purchase in the store.
DT Explosion is charged by holding the DT button. It can only be done when you have more than the initial three DT orbs, and only orbs beyond those three can be expended for it. When they are charging, you should see the orbs pulsing. You lose the charge in those orbs immediately upon release, but it can do some decent damage. Not as good as just laying into Vergil with full DT, but if you find that you aren't able to string together lengthy combos against him, it's a good way to deal quick and significant damage.
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"It's a magical world, Hobbes ol' buddy...let's go exploring!" - Calvin
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