You’ll see Anri again standing at the platform above the rope bridge before High Lord Wolnir. Talk to him and tell him you haven’t seen Horace. Head down to the Smouldering Lake, and hug the right wall until you enter a cave. Kill Horace, and then move on until you reach the Church of Yorshka bonfire in Irithyll. Talk to Anri here and exhaust his dialogue, then leave. After the Pontiff Sulyvahn boss fight, talk to Yuria and she’ll tell you to head to Darkmoon Tomb, which is hidden behind an illusory wall before pulling the lever that will take you to Anor Londo.
Head in, talk to the pilgrim, and then interact with Anri to trigger a cutscene. From here, play the game all the way to the end to unlock the new ending, and you’ll have completed Yuria’s questline. Do note that you cannot get the Fire Keeper to cure your Dark Sigil, or request for dissolution at the statue of Velka, or this will break the quest chain.
Be sure to check out our Dark Souls III wiki for more tips and tricks.