Speak with Greirat and send him out to pillage Undead Settlement. Provided you do this before defeating the next boss he’ll return when you defeat the boss with and expanded inventory of very useful items.
You can now head to the highest throne and speak with Leonhard to obtain the Lift Chamber Key , which is a short side quest you might as well head out to complete.
Travel to the Tower on the Wall bonfire in High Wall of Lothric and make your way to the bottom of the tower, where you can unlock the gate that leads to a Darkwraith.
These powerful enemies are a pain in the ass, but this one was dumb enough to race away from the lift. There are two easy ways to defeat this enemy: backstab him and then run for the lift to reset him over and over or pull him to the lift and have him do an attack as the lift rises, causing him to fall down the shaft.
Either way, defeat him to obtain the Red Eye Orb and then return to speak with Leonhard for the "Applause" gesture.