There are no women hollows in Undead Settlement. The only females in the zone are the Evangelists. Their set reads: "Robe of an evangelist sent from the cathedral. These teachers, all women, came to enlighten inhabitants of the Undead Settlement and sent carriers on the path of sacrifice."
So, the Cathedral of the Deep has been sending women to the Undead Settlement. Maybe the women aren't originating from the Cathedral, but the Cathedral is abducting women from the Settlement, training or brainwashing them, then sending them back to the Settlement to teach the ways of Aldrich. The women probably get fat from their stay at the Cathedral because Aldrich is known to enjoy sharing the pleasure of eating people, hearing their screams. They may be mysteriously disappearing, as one friendly cage spider says this: "Another nana disappeared. So the grandson carries a cage. He ever has his cage. And nana's never coming back. So come into the cage and become nana's shade."
These lines are hauntingly strange. Many think this is just a clue to the Mound-makers. But why would you put a clue literally right next to the guy who lets you into the cage? It's easier to find the guy who takes you to the covenant than to find the guy who gives the clue. The last line definitely is a clue, but there's more, and we can ignore that. Another nana disappeared. Women are disappearing from the village without anyone knowing why, and the Evangelist set specifically says they are all women. So why does the grandson carry a cage? Because the Evangelists are telling the Settlement to take people to the Cathedral along the Road of Sacrifices. They don't know why, but they believe it will save their village; they aren't well educated. What's actually happening is they were feeding Aldrich while he still devoured non-gods.
The Evangelist set says they sent the Undead Settlement down the path of sacrifice. No capitals and not "Road of Sacrifices" as in the area. This could be taken literally, carrying people to the Cathedral, and figuratively, the Evangelists are what influenced the Settlement to sacrifice to Aldrich, setting them down the path of sacrifice. This is why there are cages everywhere, and why there are bodies wrapped up hanging, prepared for Aldrich. The only reason they are being burned at the tree when we get there is because Aldrich left the Cathedral and the bodies had no use, so they were disposing of them.
Now, back to Loretta. She may have resisted capture and put up a fight. This 'nana' wasn't going anywhere. She wouldn't leave, so they made her a sacrifice and bagged her up. Perhaps Loretta was either Greirat's mother or grandmother. That's how they know each other, and perhaps the Bone was an heirloom or a gift.
