There are many spots that allow you to clip through the walls of Kingpin's mansion, some of them are tricky to perform (hence some times skips in the video).
Going far away from Kingpin's mansion deloads the mansion's interior. Depending on luck and if you didn't go too far away, most windows shall not load when going back to his mansion. Either way, it's easy to clip back inside.
The city is completely empty, no pedestrians or cars exist (except for parking cars).

1:10 - There's a sweet spot between the glass door and the doorframe that makes Spidey face the wrong side of the wall. Position yourself properly and do a charge jump to clip through the door.
You can explore the place freely, as the next phase of the mission starts only after you shatter the door. Kingpin will not attack you nor can you hit him.
I explore his mansion before I continue the mission in 7:30.
Fun fact: Some of the paintings also appear in the intro mission.

8:20 - Getting OOB without breaking the door. I make Spidey face the wrong side of the wall, then I make some guess movement to hopefully get OOB (in some outtakes is took me many tries, while in this recording, I succeeded in one try).
Now I'm outside of his mansion. I want to clip back inside, but not to the interior.

8:45 - Sometimes, this window's collision is messy and you can simply walk through it. Alternatively, you can use the windows below to face the wrong side+charge jump (as seen in 14:25 later in the video).
Now that I'm OOB (semi-OOB?), I explore his mansion from the outside. There's an unused room that you don't enter normally in the mission. Some of the collision and textures don't exists.
Going back to the corridor where Kingpin waits in the first fight, he again doesn't attack you and can't be hit. The fight won't starts until you break the door.
You'll notice that the door is blocked by an invisible wall, which you can just walk around or jump over to reach the door.

10:55 - The first fight. When crawling on a wall, Kingpin becomes passive until you attack or web him. This makes clipping OOB a bit easier.

12:20 - I made Spidey face the wrong side of the wall and made more guess movement and with some luck, I managed to clip OOB.
12:50 - This is the only time I managed to clip inside the last room.

14:25 - Clipping back inside after going far away from the mansion, the interior is missing but Kingpin is still there. (Probably) Because there's no ground, Kingpin's AI is confused, so he's frozen in place. He still blocks your attacks unles you're in rage mode*, so mash the special button rapidly to charge the rage meter.
* Tornado fist allows you to attack him without rage mode on. I'm note sure exactly how to do that move, but I have a guess. While mashing or holding the special button, I pressed light attack+jump+light attack. Sometimes it worked, sometimes it didn't.

15:45 - Once you finish the fight, the interior is loaded again (probably for the cutscene), but the locking doors do not load back.
For some reason, only the Apocalypse boss' health bar is visible, although the others also have health bars for sure.
The gang bosses will try to follow you outside of their room, but the game will teleport them back to the room.
As expected, clipping OOB and deloading the interior will make their AI freeze. Also as expected, once you beat them and collect the last health pickup to trigger the next section, the interior is loaded again.
17:00 - This time I managed to make the windows NOT load when going back.

After fighting the gang bosses, Kingpin waits for you at his office (18:10). If you manage to clip inside, Kingpin will be aggressive.
After some failed attempts to clip to his office, I decided to deload the interior again.
19:40 - I couldn't get rid to the X symbol that can't trigger the slingshot-into-the-doors (because there's no floor), so I was very limited with my X inputs when attacking Kingpin. I was only able to hit him with X when holding the special button.
20:30 - I somehow got rid of the X symbol, so I could press X freely again.

23:05 - Triggering the QTE loads the interior again. I failed the QTE on purpose to mess around with Kingpin for longer.
23:55 - Turns out, if you bring down his health but don't trigger the QTE in time, he heals after a while.

25:15 - Triggered the slingshot although I could finish the fight without that.
26:55 - If you deloaded the interior before completing the last QTE, the cutscene will miss some objects.

Notes:
* Be very careful from the air vents when going OOB, once you slip inside, you get stuck and it's impossible to clip out of them.
* You can get OOB before defeating the thugs in the first room, but if you deload the interior, the glass door that you're supposed to break will not load and you won't be able to continue the mission.

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