Unleashed:
Power levels are raised a bunch, increasing all the stats by 25%, (except defence which is raised by 50%), in gameplay, and MUCH more in cutscenes. It takes a lot of Aura though, so he can't maintain it for long.
Legendary: Blood God
Vane achieves the Blood God by quite literately dying once, and getting angered. Once he achieves it once, he's able to transform into it at any point he desires, but if he dies after he achieved it the first time, he's dead for good. He achieves it during Legends Unleashed in the 6th Chapter. In all Legends, Grim mocks him about how he couldn't save Sarah (his best friend).
His power raises tremendously, multiplying all the stats by 2 in gameplay, and MUCH more in cutscenes. It takes a lot of Aura though, so he can't maintain it for long.