Undead Settlement, Dilapidated Bridge bonfire
From the bonfire, make your way up and around to the Tower where the Giant can be found if you take the elevator up or down to the Road of Sacrifices. Ride the elevator up (step up then roll off of the elevator with Siegward of Catarina causing another elevator to come down, ride this one up) and Make Peace with the Giant first, otherwise this Undead Bone Shard is nearly impossible to get successfully
head back to the Dilapidated Bridge bonfire so you have your bearings then go forward pass the Hollow Manservant enemy staying right, either allow the Giant to take out the enemies or do it yourself. You then need to perform a running jump onto the ledge to your right, upon which will be the Undead Bone Shard