The House of Grief is an important location in Baldur's Gate 3's Daughter of Darkness questline, since it effectively marks the final sequence of Shadowheart's story, as you help her reckon with the past and face the Cult of Shar who raised her. Despite it being such an important quest step, it can be quite hard to find the House of Grief, or the Sharran lookout who Shadowheart mentions you should locate in Wyrm's Crossing.
I spent a long time running around the area before I found the lookout. In fact, I'd already found the House of Grief in the Lower City, but hadn't realised it was the headquarters of the Sharran cloister. Here, I'll explain where to find the Sharran lookout in Rivington, as well as how to get to the House of Grief, and what's worth investigating while you're there helping out Shadowheart.
Where to find the Sharran lookout
When you first arrive in Rivington during act three, you can find the Sharran lookout on the east side of the village, close to the Requisitioned Barn. The lookout's name is Ferg Drogher, but he won't talk to you unless you speak to him, making it quite hard to figure out he's the lookout among all the refugees gathered. Speak to him with Shadowheart in your party, he'll direct you to the cloister, and you'll progress her Daughter of Darkness quest.
How to get to the House of Grief
Once you've found a way to enter Wyrm's Crossing and lower the drawbridge to Wyrm's Rock fortress, you'll have access to the Lower City—the main area of Act 3. This is where you can find the House of Grief in the far northwest corner of the region. It'll take you a while to trek across the city, especially if you're easily distracted by NPCs and quests, but once you find the Baldur's Gate waypoint, you're pretty close. From there, head south until you reach the statue of Balduran, take a shortcut west through the garden, then go north across the bridge to find the House of Grief itself.
Whether you chose to kill or free the Nightsong will alter your reception to some degree, but there are points of interest in the House of Grief either way. If you haven't found an entrance to the House of Hope yet, you should grab the surveillance notes about Gortash that are on a table in the Infiltration Training room on the lower level. If you do decide to face off against the cult, you can also loot the Legendary Viconia's Walking Fortress shield from Viconia DeVir.
Lastly, in the final room of the cloister, beyond the main chamber where the cult hangs out, you can use the Mirror of Loss to get a +2 in any ability score, provided you pass two checks or have the Necromancy of Thay's Forbidden Knowledge condition to sacrifice.