Pilgrim Butterflies
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Lore
These flying creatures can be seen hovering all around Lothric Castle.
They assist the Dragonslayer Armour at the entrance to the Grand Archives. Therefore, they may not be dragons in the traditional sense, but are likely Pilgrim Butterflies, like the one that created the enchanted Armour.
Theories
High Wall Hollows
They are Born of Chaos
Sources
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