This Shadow will also be the first target of Elizabeth's subjugation requests. After taking the quest, Grave Beetle will consistently drop the Beetle Shell item upon being defeated until the quest is completed.
In The Answer, the Grave Beetle appears in the second and third section of Caina in the Abyss of Time.
Grave Beetle appears in the final Halls of the Steamy Bathhouse in the Midnight Channel. It will usually be accompanied by two Killer Twins and a Dancing Hand or two Wondrous Magus. While its partners may constitute a large threat, the Grave Beetle should be prioritized unless the protagonist has a Persona which nulls or is strong against Darkness. Upon defeating a Grave Beetle in battle, it may drop the Sharp Horn material. Selling 4 Sharp Horns will unlock the Desperate Plate male armor in Daidara's shop inventory.
After accepting Quest #16: Acquire a Horn, Grave Beetles will drop the Grand Horn item. Returning with this to the old lady in front of the Shiroku store will complete the quest.