This road was apparently used to transport sacrifices to the Cathedral of the Deep, indicating that the civilisation in Dark Souls 3 was always a bit of a shit show, even before all this age-of-fire-dying carry on. The road starts off as an actual road and then becomes a kind of formless forest area, but it all comes under the road umbrella, nonetheless. This guide will help you find the important things, like bonfires, key items, and an errant NPC. This doesn't give you the placement of every single enemy in the area, because that takes some of the fun and/or unrelenting horror out of it.
This is the first bonfire for the new area, right out of the gate as you leave the Undead Settlement. This can be taken literally: it's immediately outside the doors by the Knight of the Boreal Valley after you open them. This is right at the start of the Road of Sacrifices, and this first section is pretty easy to navigate. You can basically only head forwards.
We're not convinced that this bonfire is actually half way through the area, but anyway. Head forwards from the first Road of Sacrifices bonfire, encountering many troubling corvian creatures that start off looking like dehydrated corpses and end up sprouting four wings and flying at you like a screaming hurricane of feathers and daggers (they're much easier for melee characters if you take them out before said wings appear). Keep going until you hit a bridge, with a big stone doorway on the other side. Through this doorway and down some stairs is the Halfway Fortress, and the bonfire.
This is also where you first encounter Anri of Astoria and Horace the Hushed, a fellow unkindled hero on the same quest as you are, and their mate who doesn't talk much. You can run into these guys a few times in the game, but we won't go into much detail because depending on what you do with them it can tie into the ending, and we wouldn't want to spoil that for you.
The Crucifixion Woods are a lovely place, as you might imagine from the name. Unlike previous areas there isn't a real path for you to follow here: once you head down into the woods you're mostly on your own, so watch out for the hollows running at you with pointy trees, the poisonous walking mushrooms, the angry crucifixion victims, and the giant crabs (of which there are two). The third bonfire is towards the left hand side of the forest/swamp area. If you hug the left hand rock walls you can follow them round to eventually loop towards a ruined archway and some natural walls created by the ground. In front of you you should be able to see the walls of the keep. Swing round to the right and the bonfire is on top of a little hill next to the ruined archway It's much quicker to get to the area boss from this bonfire than the others, so it's definitely a good one to open up.
Appears after you defeat the Crystal Sage boss.
The Road of Sacrifices doesn't really have any shortcuts. The first section is a pretty straight forward road, and the second area is a wide, open swamp/forest, so the shortcuts consist of walking in straight lines once you've figured out where everything is. There is, however, one shortcut between Farron Keep and the Crucifixion Woods: from the Farron Keep Perimeter bonfire you can head down the stairs behind you to open up a gate, which then brings you out into the Crucifixion Woods. But since you've already lit bonfires in both the woods and Farron Keep why this shortcut actually exists is something of a mystery.
You can pick up another Tome for Irina of Carim in this area. From the Halfway Fortress bonfire turn around, and go back up into the first section of the Road of Sacrifices that is guarded by the screeching corvian enemies. Cross over the bridge there and look to your left. You should see a ledge that you can drop down onto, so do it. Follow this ledge back under the bridge and down, leading towards a cave with some dogs. Inside the cave you can find the Tome, amongst other things.
When you run into Anri and Horace at the Halfway Fortress bonfire you can chat to Anri to get a brief kind of list of the areas you'll be going to next in the game, which is useful if not a little cryptic, but you can also talk to Horace. Granted he doesn't actually say much, but he'll give you this covenant. With this covenant active sentinels will be automatically summoned if you're invaded by another player while online, but you can be automatically summoned to help another member of the covenant as well.
If you give this to Andre the Blacksmith at Firelink Shrine he can infuse weapons with new types of damage via gems. To find it, leave the Halfway Fortress bonfire, go down into the woods, and hug the right hand cliff wall, following it around past two heavy enemies still attached to their crosses from their crucifixion. You'll come to a little keep, so head on inside and take stock. There's a set of stairs with a knight guarding the top, but you can head around to the right and drop down behind him without him noticing to come around for a backstab or surprise attack. Either way, at the end of the corridor there's a corpse with the coal on it. There's also a gate, which is where the shortcut described above connects, but it's locked from this side.
You can give this to Cornyx back in Firelink Shrine, and open up new pyromancies to learn from him. It's a tricky one to find, just because it's right next to one of the aforementioned giant crabs, and is almost definitely deliberately in deep water to slow you down and make it more difficult to evade sideways moving, claw smashing death. Anyway, from the Crucifixion Wood bonfire look over to the right hand side, out over the water. There's a giant crab right at your feet there, correct? Walk a little closer to the edge and you'll be able to see the second giant crab in the distance, by a keep wall. And to the right of that second giant crab is a tree. And underneath that tree is a dead body. And on that dead body is your Tome. You're going to have to go the long way around to avoid the crabs. Maybe start from the Halfway Fortress bonfire and busk it from there.
From the Crucifixion Woods bonfire go forwards, then angle left – go past the keep on the left hand side, but don't actually go into it. You should be hugging the left hand area wall again, between it and the wall of the keep. Head down to the end, where you'll find a couple of hollow enemies carrying their big sticks, and then drop down from the top towards the lower level behind the keep here. The estus shard item orb is just in the corner here. Remember to explore this keep fully for more items, as well as Orbeck of Vinheim, who is chilling out on the upper levels and is remarkably unconcerned by everything going to hell in a handbasket around him.
Alright, there are two ways out of this area and unfortunately you will at some point have to use both of them, because both of the areas connected to this one have to be conquered in order to keep moving forwards in the game.
The first way out is to go into the main keep, which we are hereby designating as the one on the left hand side as you enter the area from the Halfway Fortress bonfire, and fight the Crystal Sage, who is the area boss for the Road of Sacrifices. After fighting him you can go out the back of that boss arena and head on up to the Cathedral of the Deep, which is every bit as much of an improvement on your current situation as it sounds.
The second way out is through the second keep, which is towards the right side of the area if you're entering it from the Halfway Fortress bonfire. The entrance you want is very close to the second giant crab we mentioned when we told you how to find the pyromancy tome above, but you can also get there by climbing up some steps and going through a broken wall in the main fortress, then dropping down from the natural ledge you find yourself on. Either way, once you find this fortress you have to fight a pair of husky NPCs who will come at you with a greatsword and greatclub, so basically once they appear you know you're on the right track. Go into the building and down the ladder on the right and you're well on your way to Farron Keep.