The terrible design choices that lead into getting this trophy is staggering. I had a nightmare trying to get the finales to even appear and I can now help you through it since the game doesn't tell you what you are missing.
Level Requirements is the first part you need. The finale part of the Hard stadiums will not appear until you are level 88.
Finishing the previous difficulty is the next part you need. When I reached the first stadium on Easy, I completed the 3 parts and the finale did not appear. The reason for this was I had to finish the 3 parts on all Easy stadiums before the finale appeared on them all. I never bothered to go back as I didn't know when it would unlock at the time, so I had reached Pro Tour A and none of my medium or hard stadiums had a finale either. When I went back to the Easy stadium I had missed it on and did the finale, all my medium stadiums got a finale.
The final part you may be missing is doing stadium contracts. On Pro Tour A I skipped the contract on the first part and upon getting a silver finish, the second part did not unlock. I had no idea why and searched the internet for a solution. I found nothing useful and decided to give the contract a try. It was actually just get 4th or better anyway. Upon completing this, part 2 unlocked. Doing the contract there and then the contract on the third part was all I needed to unlock the finale in Pro Tour A, B and C as well as the R.A.C.E section.
TL:DR
-Reach Level 88
-Finish previous difficulties on stadiums and the three parts of each stadium for the difficulty you are on (All Easy, All Medium, etc)
-Complete all stadium contracts if the next part isn't unlocking.