In the room right below the red dragon. It's hard to get to, but not impossible. I actually got there on my first try entirely by accident. Go on the bridge from the back, and when the dragon's on the tower rush up to the top right corner of the midway, just past the banister of the stairs. Alternatively, just go right to that part from underneath. Regardless, it's safe there. For a few moments. After a while, the dragon'll fly off the tower and land on the bridge. This is your cue to run as fast as you can to the room with the bonfire. Quickly light it and sit down, and the dragon'll fly away. Then you just open the gate and you're at the Parish.