Yeah, I didn't know I was missing a level until I decided to open the Star Coins menu for no reason. And I had to visit the Peach Castle to see if any hint movies mentioned a secret goal in W8, then voilá, back to the target level to search for the alternate exit. Finding it wasn't that difficult, the two red bridges screamed OH HEY WE ARE ABNORMAL.
I beat the game. Final battle was incredible, so different from normal Mario final battles.
I have all Star Coins except in World 9, which I haven't visited yet. Tomorrow.