For me, this is the most atmospheric level of the game! You are looking for a key to open the level-exit door, but it’s never that easy!
As you enter the level, you’ll see an area with a pool containing a crocodile. Shoot it from above with your pistols, then jump into the water and swim through to the next area. (Hint: even though you have your shotgun, try to save ammo by using your pistols wherever you can if you can do so safely.)
As you surface in the next area, you’ll see a large, derelict building. There is a lion prowling about, but wait for it to go as far as possible from you before climbing out and drawing your shotgun as the lion will charge as soon as you emerge! There’s another lion around the left side of the building, so go that way and kill it before it gets you!
If you want all of the kills, go inside the building opposite the pool, there is a staircase on the left, and even though it has a gate that can’t be opened yet, there’s lion up there that will appear as soon as you start up the stairs, so you’ll need jump around a bit as you shoot, or use your shotgun!
Once that’s done, exit the building and go around the corner to the right to find some climbable rocks. Climb up and jump over to the ledge that runs around the building. Go right around it to pick up a large medipack at the very end, then come back, still on the ledge, and climb up onto the block, turn around and jump and grab the upper ledge, pulling yourself up. When you come to a gap around the corner, take a running jump to get over it. (Or jump and grab the edge.) Carry on to the end of the ledge, then do a right-diagonal jump over to the flat rock ahead. To the left is a cave opening, but before you go in there, look ahead to see a barely visible cave entrance in the wall, slightly to the right of vision (screenshot). This is where you are heading now.
Slide down the rocks ahead and walk forward to the far right corner of the flat area. Now you should see a square flat block just ahead and below, a steeply angled block ahead and to the right, and beyond that to the right another flat spot. Take a running jump over the corner of the steeply angled block to the flat spot beyond (screenshot). Walk forward to the right corner and then take a standing jump to land near the doorway. Enter and pick up the shotgun shells which are the level's first secret.
To get back, either drop down to the ground and go around the building again, or walk out onto the block in front of the entrance and jump over to the flat ledge. Turn to the right and climb up onto the higher block. From here, take a running jump to the flat block near the first cave entrance.
Enter the cave and you’ll see a pit with two crocs at the bottom. Pick them off then drop down to get the small medipack, then climb back out using the rock in the right corner below the arch. Turn to face right and look up to see a crevice in the rock. Jump up and shimmy to the right. Pull up into a small cave for the second secret of the level…more shotgun shells. Go back and stand with your back to the edge. Drop and grab, shimmying right again until you reach the other side of the pit.
There’s a tunnel on the left…follow it until you come to a gate with a lever. This gate is the one inside the house that you couldn’t get through, and unless you plan on going back outside, there’s no reason to use it.
Instead, turn right and head up the stairs to confront Pierre again. Adopt the usual plan of shooting wildly at him until he disappears!
This part of the Colosseum is the arena, and if you stand on the wall, you may be able to pick off the various beasties with your pistols from where you are. There’s a save crystal in the pit, and if you intend to try for the next couple of kills, you may want to save it here.
The next few steps are for the purpose of collecting one small pickup and making kills only, so skip down to the next part if you are not bothered about this.
Drop down into the arena. Head for the doorway with the sliding ramp. You will need your shotgun here, as once you slide down, there are two lions waiting for you! There is nothing to pick up down there.
Pull the two levers and exit through the door that’s just opened. You’ll find yourself in the pit. Save your game if you haven’t already done so, and listen to the growls up above! Draw your pistols and jump up and down to see if Lara can get a lock on one of the three lions that are up there! If she does, keep jumping and firing. You can also try to draw the lions to you by climbing up out of the pit and jumping back in again, or if they are far enough away, shoot them from there.
Once you’ve done that, climb out and look for a pile of brown rocks to the far, left corner of the arena. There’s another lion in there, so you can use your shotgun to pick it off, or draw your pistols and keep back-flipping as you shoot to keep out of its reach!
Carry on where the lion came from and you’ll slide down a ramp and into a room with two timed doors and a series of pressure pads, and this is where it gets difficult!
Go to the far side of the room and run to the right and step on the pressure pad to open the gates. Enter the room on the right and get the small medipack, and then step on the pressure pad in here to keep the gate open. Go back close to the first pressure pad outside without stepping on it. Wait for the gates to close then step on it. Run as fast as you can to the room on the left and flip the switch, then do a side jump to the right landing on another pressure pad, as soon as you land do a roll then run as fast as your legs carry you to the next room. If your timing is right, you will be able to enter the far gate in this room just before it closes. If it closes before you get there, you’ll have to start again. If you do make it, you can now take your time to pull the lever you find in there, which opens the exit door, which is the door to the right of the entrance with the slope. In here, there are spikes and a save crystal…use it! Remember, you have to walk through the spikes and not run, to save Lara’s health.
If you don't want to go through all of the trouble of a difficult timed puzzle, look for the climbable block on the far right of the arena. Near to it is a spike pit. You need to drop and grab the far edge of this, facing the block (screenshot), shimmy left, then let go to drop between the spikes below. Lara's shadow should tell you where it's safe to fall (screenshot).
Through a doorway are some climbable rocks. Climb to the top and right to the back of the rock-pile to find some shotgun shells, and then climb back down to the front of the pile. There’s another pile of rocks ahead which you can reach by taking a running jump from the edge of the furthest block (screenshot). Walk to the edge of the rock facing the building, then run, jump and grab over to it and climb up to deal with two gorillas inside the room.
When they are out of the way, look around the room and notice the gate with the keyhole to the right, and a save crystal. You’ll have to come back here later, so you can save your game now or later on, but later on will be practically the end of the level. If you want to save your game here, wait until the next part is finished, so you don’t have to do it again if you have to re-start for whatever reason!
Go to the back of the room to find a movable block and pull it out twice. Pick up the small medipack and pull the lever to open a door in the spectator area. To exit the room, go back to the balcony, jump over to the rock you jumped from earlier, and slide to the ground.
Go to the climbable block past the spike pit (around to the left) and climb up it find the door that’s just opened, up the steps and to the right. Draw pistols for two bats. Run forward into the pit and wait for a boulder to pass overhead, and then climb out and jump and grab over the pit. There’s a lever in the room at the top of the ramp that opens another door in the arena. When you’ve pulled this, go through the opening at the other side of the room, slide down the ramp backwards, pressing action to hang on at the end, and then safety drop to the floor.
When you leave this room, Pierre and another lion are waiting to ambush you! Go for the lion first, hopping about to avoid Pierre if he starts shooting at you, and then do the same to Pierre to see him off!
Make your way to the door that opened when you pulled the last switch, kill two more bats, then make your way to the main room. Here you’ll find a series of ledges with a door and a switch at the top. The door at the top is timed, but it’s fairly easy to get there, with a bit of practice! This is where you’ll find the third secret, and it’s definitely worth it!
As you enter, put your back to the entrance and sidestep left until Lara is in front of the block on the floor (screenshot). You will have to do a running jump forward (keep your finger on the jump button). Once you land, flip right, and when you land on the platform after that, flip back, then do a left flip and then a forward jump. If you did this right you should end up on the platform at the top and be able to run into the secret area up there before the door closes. Among the goodies in here are the Magnums! Hooray! You'll also find two large medipacks and some Uzi clips. Now wasn't that worth it? :-)
Leave the secret room, turn left, and run and jump over to the switch and pull it before descending, very carefully! Do a safety drop from the platform with the lever, then from the next to the floor. You can also do standing jumps from the middle of each platform to the next one below and make your way down that way. Be wary when you exit the area as Pierre may still be hanging around, either after this room or the next one!
Go to the door you just opened to find another lever. Pull it to open the door near the level-exit. Jump into the water and swim to another room with a small medipack and a movable block. Push the block twice, then pull it from the right to reveal a rusty key. Swim back, and once again, make your way through the arena, killing another gorilla.
You need to get back to the spike pit, drop and grab the far edge of this, facing the block (screenshot), shimmy left, and then let go to drop between the spikes below. Lara's shadow should tell you where it's safe to fall (screenshot). Climb back up the brown rocks to the balcony with the keyhole.
At the back of the room is the door that you opened with the last lever. Go down and pick up the medipack before using the save crystal. Return to the main room and use the rusty key to open the gate. There are two more gorillas in the arena, but you don’t need to bother with them unless you want all the kills.
In the water is a croc, so you need to avoid it as you jump into the water and swim along the passage to a small opening above and climb up. Kill the croc from there if you want all the kills, pull the lever and swim down the tunnel to end the level.
If you missed anything while playing the PC version,here is the savegame file with all kills, pickups and secrets.