Evil Lord 30(Neo) Princess 30(Neo) Knight 30(Neo) Pretty self-explanatory, just beat the level in neo mode. Timed with in-game time on result screen. I would also suggest Hard modes for these categories and Hero 300 as misc categories.
All Stories% Retro All Stories% Neo Beat Hero 30, Evil Lord 30, Princess 30, Knight 30, Hero 300, and Hero 3. Timing would start on Hero 30 name selection and end on Hero 3 result screen. Timed with real time.
I would strongly argue that Evil Lord 30, Princess 30, and Knight 30 are just glorified IL's of very bad levels. I did make IL entries for them though...
The main issue regarding all-stories runs (other than the fact that I [somewhat biasedly] consider All Stories% Neo not a real category) is certain issues with the game's programming make using non-IGT problematic. Most notably, this run would be substantially faster (like 5%) played on a Windows XP machine... Still, I've gone ahead and added it for retro, since I see it's something you're strongly interested in.