That is in the uhhhh ruin of some kind in the demon world. Lugaland. This oneThanks! I can see there are a couple more things to be added in that site. I finished the game but still got another gap (this time in the succubus world section) in the recollection room. I am guessing the future update will have that as well? Or is it already in the game and I somehow missed it?
Its at a bed on the 2nd floor I believe. You do get level drained iirc