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"Found in Cathedral of the Deep" for Rosaria's Fingers or whatever is not telling anything at all. That place is massive. Anyone know where it is inside there?
You'll find a shortcut to open a door to the bonfire. One which presents a new elevator that takes you to a cleric flame guy. Go up a ladder, and find your way into the cathedral rafters. There is a placed for you to drop from the rafters and start progressing. Do so and you'll eventually find a door you can open with this covenant master inside. .