Yuria of Londor is a new NPC in Dark Souls III who will only appear after you’ve leveled up with Yoel five times. To do this, recruit Yoel from the Undead Settlement, and then allow him to level you up. You have to die twice in order to trigger him to take you to the next level. Once you’ve leveled five times, Yuria will show up the next time you reload Firelink Shrine.
After meeting Anri and Horace at the Halfway Fortress, talk to Yuria to exhaust her dialogue. Progress through the game normally and beat the Deacons of the Deep before heading to the Catacombs of Carthus. You’ll find Anri and Horace back at Firelink Shrine after the Deacons fight. Exhaust their dialogue, and they will head to the Catacombs. Once you’ve reached the Catacombs, before heading down the main stairs where you’ll encounter the skeleton ball, head left down some more stairs to find Anri. Talk to him here, and then move on.