Take the arch near the Mergo’s Loft: Middle lamp and head up the stairs, turning around to kill the Carrion Crows and Rabid Dog guarding a Blood Stone Chunk . Continue up the stairs, ignoring the left path with two Shadow of Yharnam, and enter the broken cage.
As this heads down to the other cage shortcut you’ll pass an open window, which you can roll into, but be careful of rolling from the back of the cage or too early as you may hit the ornamental part of the window or not roll far enough.
Open the chest with the Inflicted Organ and then make sure you have your Sedatives ready, because you’re going to be dealing with numerous Winter Lanterns. Use the environment as much as possible to sneak up on the Winter Lanterns and then lay into them without being grabbed, popping a Sedative once they are dead. If you need to, back up to heal or use a Sedative, but be careful if you are in short supply.
After the first Winter Lantern is dead, check the right side of the area for a Kin Coldblood (11) and head around tower. Here you’ll have to deal with two more Winter Lanterns, hopefully not together, and then pick up the Tempering Damp Blood Gem (5) before you enter the building.
Take care of the numerous Nightmare Apostles in the room and then continue straight to a lever, where you can drop the "something" that was causing Frenzy build-up, revealed to be the Brain of Mensis .
This makes it safe to walk around the beginning section of the Nightmare of Mensis and you can now visit the Brain, but in order to get there you’ll either need to return to the previous room and drop down a hole, leading to a dangerous spot between two Nightmare Apostles and a Winter Lantern, or use a Bold Hunter’s Mark and visit said location from a safer route.
Return to Mergo’s Loft: Middle, but instead of heading outside return to the library where you fought Micolash. You need to head down the main staircase to the lower portion of the library and look for an Iron Door near the entrance to his boss area, which you can open with the Iron Door Key you found in the upper library after defeating Micolash.
Grab the Madman’s Knowledge and Damp Bloodtinge Gem (5) and then head up the stairs to collect the Great One’s Wisdom x4 and Arcane Damp Blood Gem (5) on the road.
If you head up the stairs you’ll be in the dangerous room mentioned before, with the two Nightmare Apostles and a Winter Lantern, so quickly cross the rafters to deal with the Winter Lantern first. You can now collect the Choir Bell before you return across the rafters and kill the two Nightmare Apostles.
Return outside and head to the tower in which the Brain of Mensis was located, dropping down to grab the only Blood Rock in the campaign, and then head exit the other side to return to the bridge where the Romarinus Hunter NPC was.
You can now turn right and head down two staircases to reach the Mergo’s Chief Attendant, but instead of heading for the lift you need to look for a cage on the right side of the area that leads down into the abyss.
Find the Brain of Mensis in the darkness and then use the "Make Contact" gesture in front of it, waiting about a minute until you receive the Moon Rune. You can then choose to kill it for a Living String , unlocking this item in the Messenger Shops back at Hunter’s Dream.
Return to Mergo’s Loft: Middle and this time follow the Shadow of Yharnam, which you should already know how to deal with, and then head up the steps to take out the caster. Ignore the next set of stairs for a second and take the left path to an alcove with Blood Stone Chunk x2 before you head up the stairs and visceral attack the Maneater Boar.
Continue, ignoring the items, to kill two more Maneater Boars that come walking in from the right and then collect the Nourishing Damp Blood Gem (4) and Kin Coldblood (11) x2 .
There are four more Shadow of Yharnam on the stairs that you’ll need to deal with and then turn around to find a set of stairs heading down. This will lead to two more Shadow of Yharnam, some Blood Stone Chunk x2 , and a Wandering Nightmare.
You can now return to the grand staircase, take the stairs down the other side to open the chest with an Iosefka’s Blood Vial , and unlock the shortcut before approaching the lift to the boss.