How do you have the secret battle with Margaret in Persona 4

You don't get to fight her until the 2nd play-through. Make sure you get the true ending on the previous play-through which you did. Max her SLink on the new play-through prior to 3/20. Beat all optional dungeon bosses prior to 3/20. Go down the true ending path again. Directly after getting the orb of sight on the true end path from Igor and before talking to the gas station attendant, reenter the VR. If you did all this right, Margaret should be alone and she will hand you a key item which unlocks her boss battle at Heaven's End. Good Luck!