Diana is one of the children who were captured and brought to Dracula's Castle in Castlevania: Legacy of Darkness. It is Henry's mission to find this child and five other children. She is hidden somewhere in the caves of the Tunnel. After getting off the blue platform, go over the pits to the right, at the end should be a "moon door" with the child inside (to exit the cave, defeat Queen Algenie, located to the right after exiting the room with the child). Finding her unlocks Carrie Fernandez.