Head to Kopshef Province and enter the Blessed Cave (requires 100 climbing). Inside, you'll need to collect 3 lotuses from the ground. Once complete, head up the right most path to kill the mini-boss mage and use that altar with teh strapped body. Now go to the far left path and kill the demon boss. Once complete, head to the altar that is now open behind you and take the Phoenix piece. Jump in the water to leave.