Following Fia's questline:
1. Let Fia hold you for the first time when you enter Roundtable Hold
2. Complete Ranni's Questline to receive Carian Inverted Statue, from here, go to the Study Hall Entrance Site Grace and place the statue on the pedestal; complete this area and you will receive Cursemark of Death
3. Return to Fia and have her hold you again, now you can speak to her during this process - keep speaking to Fia until there is no new dialogue.
4. She will give you a weathered dagger which you will give to D, Hunter of the Dead.
5. Give the dagger to D, and refresh the Roundtable Hold. D will now be gone and so will Fia. The door on the left of the hallway where Hewg was will now be open; enter there to find Fia and a dead D.
6. Fia will now leave, and you must now go through Nokron.. into Siofra River.. up until you reach Deeproot Depths.
7. Go up the branches from the Deeproot Depths and you will find yourself in a large purple-watered area. You will now have to fight Fia's Champions (specifically, the one in the middle).
8. After beating the champions, Fia will appear. Speak to her and ASK TO BE HELD. Keep speaking to Fia until dialogue repeats.
9. Now use the grace nearby to reset the area and speak to Fia again (ask to be held). Repeat this process until Fia is no longer sitting up.
10. Now, you may enter the Deathbed Dream where you will fight Lichdragon Fortissax. Once you beat this boss, go back to Fia and receive the Mending Rune of the Death Prince.