Where does Little Red Riding Hood appear?

Question

I was looking over the TYPE-MOON Wikia for new images and saw one which made me think of Assassin of Black in Fate/Apocrypha. However, under "Appears on these pages", it was listed to be in the List of minor characters.

In her profile it says:

Little Red Riding Hood (赤ずきん, ?) is a resident of Fuyuki City who died in a family suicide in Semina Apartments, whose death has become a ghost story involving Mr. A told by Ayako Mitsuduri.

Since Ayako Mitsuduri is the one who tells the story, I would assume she's in Fate/Stay Night, but I don't remember any side stories in the original visual novel (maybe in Realta Nua?) or any mention of her in Studio Deen's adaptation of the Fate Route.

So where does she appear?

Answer 1

Very near the beginning¹ of Fate/hollow ataraxia (the sequel VN to Fate/stay night), Mitsuzuri tells a ghost story to an audience including Makidera Kaede, Sageusa Yukika, Rin, Sakura, Issei, and Shirou.²

The gist of the story is basically what the Type-Moon wikia says on the page for Mr. A - some dude named "A" lives next to a little red-hooded girl whose parents are abusive. One day, the girl's parents are found murdered, and the girl herself is nowhere to be found. Later on, a spoopy apparition of the little girl appears before him, and drives him mad.

This little girl is also alluded to in Fate/strange fake - F/sf's "player" character is explicitly named "A" at one point, and his backstory matches up with the story told by Mitsuzuri in F/ha. The text indicates that the player character will sometimes see visions of a bloodstained little girl, who is presumably this little red-hooded girl.

I'm not sure where that picture comes from, though. The PS Vita release of Fate/hollow ataraxia just came out last week; maybe it's one of the CGs from that.

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¹ I haven't played F/ha, but I have had the pleasure(?) of looking at the .po files for it; this particular scene occurs in 真・冒頭-08, which I would estimate is about 20 minutes from the beginning or thereabouts.

² Mitsuzuri, Makidera, and Saegusa appear a lot more frequently in F/ha than they do in F/sn (where they're basically background characters that vanish after day 3-ish of the VN).