Socorro can be found in a secret room in the Mother of Mothers alongside the monk Cleofas and is a crucial component of the Cleofas' side quest.
She is a young lady with brown hair whose body is covered in scars and open wounds. She doesn't speak with the Penitent One but she can be given the three Marks of Refuge.
Some time ago, Socorro asked the Miracle to have mercy on all men who were sentenced to torture and death, so now she suffers all the pain that would have been inflicted to them instead.