Loretta is a mentioned character in Dark Souls 3.
She is somehow related to Greirat of the Undead Settlement, and finding her remains "Loretta's Bone" is part of his questline.
Pretty sure Loretta is a dog...
where is she in the village
If you talk to the caged hollows NPC in Undead Settlement, he will say that someone is locked in the High Wall of Lothric (Greirat) and his grandma died here.