Pandora's Box is an unlockable menu that makes Panzer Dragoon: Remake configurable. It is unlocked via a cheat code after finishing the game. It was not part of the original Panzer Dragoon.
The menu contains stage and difficulty select options as well as various gameplay modifiers, including a "rapid fire" mode and a "god" mode wherein the player cannot die.
When Panzer Dragoon: Remake was first released for the Nintendo Switch, the cheat code to unlock Pandora's Box (called "Shadow Menu" during this time) would not work unless the game was finished in hard mode. In a later patch, this was changed to allow the code to be entered when the game is finished on any difficulty setting.