@marciosmg
It's the spiral stairway after the Swamp. In the swamp, after you walk past the wooden walkway, you'll fight three Face worms before entering a Fog gate.
After that fog gate, you'll end up at a spiral stairway that has a Black Phantom Octopus guard, and at the top of that stairway, there's a large platform which leads to a walkway to the second tower that houses the second chain.
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