The next location is the final location leading up to the Normal End. At the end of the Overlord's Castle, you will indeed fight the Overlord and complete the game.
But, after watching the ending credits, you'll be given an option to save your game data, and reload from the title screen to play "an additional chapter." (Basically, there's an extra hour or two of game time, and a 'True' End.)
Anyway, before going to the Overlord's Castle, you might want to do a couple of other things:
- Complete any missing subquests (there are 3 more listed at the bottom of this page).
- Raise every character's Skill Level to 90+ and go collect any treasure you may have missed.
- Get the treasure in the Maid Co-Op basement (you should have enough Crystals to unlock every door).
- Visit the Forgotten Garden and unlock the Metal Region.
- Also, talk to the Archer Woman in the weapon shop in Mosso Village to unlock the Gold Region.
- Complete the Logus Laboratory (you'll need to buy the Laboratory Key from the IAP Shop).
Of course, all of the above is completely optional. But, if you do it all, you'll probably be around level 55 going into the castle, and you'll be much better equipped for the final battle.
- 18: Explorer of the Past - talk to Yuba next to the bell in Gastra Village.
- 19: Out of This World Chef Part 3 - talk to Shermand in Bliahn Town.
- 20: Bringing a Thief to Justice - talk to Solah inside the inn in Bliahn Town.