Lady of the Six Sorrows

The Lady of the Six Sorrows provides the Penitent One with health upgrades. She can be found in the following locations:

Desecrated Cistern, after the Tres Angustias fight and in the room to the right of the elevator.
Desecrated Cistern, two rooms to the left of the Prie Dieu altar.
Graveyard of the Peaks, in the room above and to the right of the second elevator that leads to the Convent of Our Lady of the Charred Visage.
Convent of Our Lady of the Charred Visage, only available after defeating Quirce of the Wall of the Holy Prohibitions and using the Key of the High Peaks to activate the elevator to the Convent.
Library of the Negated Words, behind an illusory wall with a Guardainfante in front of the entrance.
Archcathedral Rooftops, on the rightmost side of the lower level, requires Blood Perpetuated in Sand and Three Gnarled Tongues to reach. Silvered Lung of Dolphos recommended.

Each time she increases it, she disappears.

Achievements

Six Stinging Pains
Achieve the maximum value of health.

First Encounter

Blessed are the eyes that with devotion see my tormented heart.

Let the ones who are joyful in affliction and fasting come to me, for they are pleasant penance.

Six stinging pains lance my flowery breast: take the first one and purge one of your six mortal stains of the soul.

Taking Pains

Take the next of my deep pains.

Taking Last Pain

Take the last one of these pains of mine, the deepest and sharpest of them all.

Now depart towards the Cradle of Punishment, oh Penitent One in guilt.

According to Enrique Cabreza, the design for the Lady of the Six Sorrows comes from Goya's painting Witches' Flight.
Although never confirmed by any developer, the character also seems to have taken inspiration in the statue Our Lady of Sorrows that can be seen in Salamanca (Spain).