I think a better translation of the game's subtitle would be "Dance of the Neo-Momoyama Shogunate," rather than "New Dance of the Momoyama Shogunate." I'm fairly certain that the "neo" part of the title is part of the organization's name (ネオ桃山幕府), rather than a modifier for the whole clause. The
Japanese Wikipedia article for the game refers to ネオ桃山幕府 a lot.
Although
actually, in the game's English localization, they translate it ALL THE WAY and call the villains the "Peach Mountain Shoguns," so maybe "Dance of the Neo-Peach Mountain Shogunate" would be better?
Completely unrelated: I love how a lot of Konami's albums include photos of the sound staffs, but I wish they were labeled with who's who.