Hey man! I wonder if you still remember me from the Dissidia Forums. You got me into the Persona games way back then! If you ever wanna go at it in P4U, let me know!
If anyone else needs the exact location: Run back and forth between Rusalle Highroad and Dimensionrift. You can see it just inside the dip. You have to look closely, if he is there you can see him turning.