Saturnalia

Tecla will call you at the villa early on in the game and ask you to come meet her. You can find her by her yellow-lit window as you explore the streets. Once you find her, she will ask you to help her look for her sister and will give you a pendant.

You are looking for a similar pendant in the creature's nest. The nest is in the mines. If you are looking for it on Anita's map, it is a large room that looks like it has a semi-circular bite taken out of it. The nest is locked off to you until a character dies. Death occurs when one character gets caught and tied to the altar, and then a second character gets caught before rescuing the first. In that scenario the second character dies and the first one begins to change into a creature. You can choose to let one of your characters die, or you can do both Claudia and Anita's missions quickly back to back. This will kill either Damiano or Gabriele instead and open the nest.

If you are having trouble finding the nest, you can follow the blood trail down into the mines after a character has died. In the nest, there is a corpse in the wall with a familiar pendant. Take it and return to Tecla's window to close out her arc.