Vela is probably the second person you get to the palace. Same shiny floor, same drone pictures. There's a pistol capacity increase and two shotgun ones. She can't get in the building though - she jumps into the water and goes through a gate there.

She can (somehow) swim underwater indefinitely. I'm not sure I understand this. There is a huge maze under here, lots of life force doors, lots of twists and turns. You get various rooms with bubbling rocks, but they don't do much of anything. You find a machine gun capacity and a full health gemini.

Map of the Maze

When you're done, you exit the maze and go to a room with four bears. You then go into the fountain area. There are two bears on the left, and two grenade increases on the right. That's 6/6 bears.

Now you go out to where the pyramid is. She's the boring one - she just enters the pyramid and waits for the dog!

Jet Force Gemini Walkthrough