Aoi in Assassin's Creed Shadows is a contact you get from Lady Nene when pursuing the The Naginata Shinbakufu, and you need to find her as part of the 'An Evening in Otsu' main story quest.

Ubisoft’s Assassin’s Creed Shadows transports users to 16th-century Japan, the era of warlord Oda Nobunaga during the chaotic Sengoku period. This world of warlords, political intrigue and betrayal ...