Enslaved Beasts start appearing in the later floors of the Arqa Block, from Floor 48 on up. They will later reappear in the first section of Antenora within the Abyss of Time.
Persona 4
Enslaved Beast shadows appear on floors 5-8 in Marukyu Striptease in the Midnight Channel. Upon being defeated they may drop the Steel Collar material. Selling 10 Steel Collars at Daidara will unlock the Photon Plate weapon in the shop's inventory for Kanji.
In Golden, it appears on floors 3 to 10. It may drop Lemon Quartz.