PC only: Spawns at Mt. Vackel after entering Undelwalt, at the first large open area of Pearly Peak (F-15).
The fastest way to find 2 of these for The Bloodthirsty Warrior Task 10 is to save in the pub before you start The Villain and the Sightless Girl - when you start that quest the camera will show you the location where the Brynhildr spawns - if it's up, run down and kill it then exit the map at the top to cancel the quest, if it doesn't show when you enter the zone, then reset and try again until it shows. Do the same process again until you've killed two.