Once you get to the museum, make your way around the newly placed demon portals at the entrance of the exhibit and head for the door that leads to the displays.
This part is easy. You have 20 seconds to get to the gallows where Joy is about to be hanged. Quickly make your way around the portals.
When you get close enough, possess Joy and choose the clue "Powerful Scream" to continue on to the next phase of the scene.
You only have a few seconds to act here. Fail and Abigail repossesses the body and kills Joy. Quickly teleport beside Abigail as soon as you regain control of Ronan.
Once you're beside Abigail, focus on her and press X to grab her arm and play the last cutscene. You'll be able to ask her more questions afterwards but I won't spoil that for you. Enjoy the revelation.