Finding Oswald was no easy task.
He was not an active member of the Papal Guard, thus not bound by duty; and at his age, he clearly did not need to work.
Fortunately, Freya had lived in the Holy Nation for quite a long time, and she had some connections here. She first took Lily to visit the Sixth Ring, where they found a retired member of the Papal Guard from the place guarding the ruins.
The reason Freya sought him was simple. She knew Oswald's age, and the old gentleman was of similar age; moreover, during their previous conversations, he had mentioned that he almost became a Guardian of Avalon.
This meant that he was likely acquainted with Oswald.
Indeed. She inquired with him, and he did know that Oswald had returned. He also knew that the surname "Morley," which Freya used now, was one she had chosen for herself, her previous surname being Moriarty, the one Oswald was responsible for.
Therefore, he straightforwardly gave Oswald's information to Freya.