There are quite a few possible locations. The ones I know of include:
- The shack between BLU spawn and point A (left side from BLU), lower level.
- The shack between BLU spawn and point A (right side from BLU), upper level.
- The little dead-end near point A.
- Right in front of point A.
- On top of the rocky cliff between points A and B.
- The little shack between points A and B.
- Right in front of point B.
- The balcony near point B where RED initially has a drop down to point A.
- The other balcony near point B.
- The upstairs room across from RED's upper spawn door near point C.
- The downstairs room across from RED's lower spawn door near point C.
- The library room inside the Manor (left from RED spawn).
- The little dead-end room near point C.
As you might have guessed, there are a lot of different places it can spawn. Not only that, but unlike the Horsemann, it appears to have no bearing on which points are actively in play.
Being a Scout gives you an advantage to finding them, since you move faster.