An indie developer is any developer not owned by a publisher. Platinum Games are indie developers, Crytek are indie developers, Traveler's Tales are indie developers. Indie developers can either self-publish games or have contracts with publishers for one or a series of games.
2nd party games are games that are made by a developer that a platform holder has a stake of ownership in (but are not completely owned by) or a developer that is independent but has a contract with a platform holder for one or more games.
So if you're saying that Bayonetta 2 isn't first party, isn't second party...then what is it..? A third party title published by Nintendo..? No it isn't. It's completely different to Monster Hunter and Sonic Lost World because those games are developed by third party developers, not indie developers.
Lego City Undercover is also a second party title.
And of course Platinum Games have released games for other platforms - THEY'RE INDEPENDENT DEVELOPERS!!!