Paradise Killer

In the "Danchi" region there is a set of very high apartment buildings with a bridge between them at the top.

While facing your exile tower (really really high tower in the distance with a platform on top), go up four floors on the right most tower. You should see a ghost called "Grieving Ghost".

Speak to the ghost and she will direct you to find out what happened to her neighbour, and that they were dragged somewhere near the beach, under cover.

From the apartments head straight in the direction of your exile tower, or towards Lydia Day Break if that's easier, until you hit the water. Right under where Lydia is, under the building, you should find a severed arm item.

Return the item to the ghost.

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I think this is called "Helper of a Murdered Ghost" in other guides, perhaps the trophy or Steam achievement. I had trouble tracking down information because of this.
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General note: I have found this game stops unlocking achievements if you use quick resume, so I recommend always saving and quitting the game if you're having issues.