you need to kill gasgoine. then trigger the darker night search for another latern that isnt from the tomb/gasgoine boss arena to get to the dream of hunters, then go back to the tomb/gasgoine boss arena(you are unable to teleport back there) and you will find henryk that will inmediatly try to kill you and then a little later comes Eileen to help.

I haven't played through the PSX demake yet, but in the OG one, Eileen appears once in Central Yharnam, in one of the two paths that lead to the sewers that lead to the pig and Gascoigne, the one with the rats, a couple of rifle guys and the rafters. 

She's behind some destructibles on the top floor of that place, meaning, said rafters. Hope that helps!