Found in the Undead Settlement. From the Undead Settlement bonfire, the player must go forward and cross the bridge to the right. Then instead of entering the building ahead, the player must take a sidepath on the right, where they will be attacked by several Hollow Slaves on rooftops. Between two of these houses is a small alley that leads to the NPC.
Another nana disappeared
So the grandson carries a cage
He ever has his cage
And nana's never coming back
So come into the cage, and become nana's shade