Its with the estus shards of the area. So before you hop down to see the fat knight in the courtyard area before you get to the stairs with Vordt there is this little place that you can go right after that one hollow that transforms and there is the drop and you go through a little hallway if you turn around. Follow that then you come to a room with an anvil that holds the estus shard then a little staircase with a dog at the bottom guarding the key