Somewhere in the mental hospital level, there should be a woman in a white coat with red hair behind a desk-like object with metal grating to show that they are closed. A few are open, but you cannot get in. Get close but still remain hidden.
Listen and you should hear her singing a song that has a line like "You can close your mind but still be on the run", which the same song the "grim reaper" you must chase in hunt mode sings.