East shroud just past larkscall. He spawns in any lvl 30+ area in the black shroud.
The name of the FATE is called Steel Reign and will NOT show on,the main map. Only on the minimap.

An easy quick way to tell he is up is by looking at your minimap for the weather icon. It will be black fog on a blue background.

He is also a proportionate boss. He isn't huge or massive.
Oh and don't bother going to the fate unless your 48+ as thats the min level to receive FATE exp.