Cornyx is trapped in a cage above the Cliff Underside bonfire in Undead Settlement. At this point he’ll move to Firelink Shrine and become a merchant, located to the right of Andre the Blacksmith, and can be spoken to for the “Welcome” gesture. He accepts Pyromancy tomes and will expand his inventory for each that he accepts.

After reaching Smouldering Lake:¶

While not directly part of Cornyx’s quest line, the following is linked to Cornyx:

Summon the White Phantom, Great Swamp Cuculus, outside the Old Demon King fog wall and defeat the boss with him surviving. You can now return to the cage where Cornyx was trapped to find the Spotted Whip and Cornyx’s Armor Set .

Drops:

• 1,000 Souls
• Cornyx’s Armor Set and Cornyx’s Ashes