The Fury is a Chapter III branch of the Princess. She is found by either denying the Adversary a good fight, or by defying the Tower.
There are versions of the Fury that you can bring to the Shifting Mound; The normal Fury, which is found by [um. uh. idk playing the chapter normal-style? i'll figure this out later i need to go to bed.....], and the Rewound Fury, which is found by giving up when she unwinds you.