The Sacred Bonds of Sovereign and Steed

You begin by facing an Unknown Pokémon, which is revealed to be Calyrex. It's a Psychic-type Pokémon with no displayed level, but estimated to be at least Level 60. You cannot catch it, so your objective is to defeat it. Calyrex uses Psychic and Giga Drain. Dark-types are recommended, especially those resistant to Grass.

After defeating Calyrex, it will speak to you. Your Legendary Clue 1 will update, directing you to speak with the inhabitants of Freezington about Calyrex.

Speak to everyone outside in Freezington, excluding the peddler. This includes two women chatting near the mayor's house slope, the mayor himself, and a woman sitting on boxes. The game will notify you once you have spoken to everyone.

Return to Calyrex and report your findings. You will then be tasked with speaking to the mayor to learn about Calyrex's former steed.

Go back to the mayor's usual location. As you approach the slope to his house, the two women will inform you that he has gone to the Giant's Bed.

The camera will pan to show the Giant's Bed, a grassland area in the southern part of the Crown Tundra. You can reach it via an exit to the left of the mayor's house or one past Peony's base camp. The left exit is closer, but the right exit might be convenient if you are multitasking.

Regardless of the exit taken, you will eventually reach Frostpoint Field, a snowfield acting as a buffer zone. If you took the right exit, you will find Pokémon footprints near a tree. Sonia will appear and explain that these are the footprints of Cobalion, the Iron Will Pokémon. Inspect the rainbow-colored footprints.

After collecting enough footprints, speak to Sonia inside the middle house.

Continue through Frostpoint Field towards the Giant's Bed. If you took the right exit from Freezington, you may need to navigate through tall grass. If you took the left exit, you will follow a narrow path that widens. Along the left-hand side exit path, you can find a Max Revive in front of a tree.

Upon entering the Giant's Bed, if you came from the right exit, look to your right for the Iron Ruins. This can trigger a second story quest. Continue forward, following the open space.

If you came from the left exit, go forward and turn left towards a road with broken brick walls. You will eventually reach the same point as those who took the right exit. Be aware of strong wild Pokémon like Stonjourner or Snorlax in this area.

Past the strong Pokémon, you will find the mayor looking at some fields. Speak to him. He will then ask you to visit him back at his house in Freezington.