Bale was a coachman who served in ferrying the White Priestess and her Guardians.
Lore
When the Rain of Death fell, Bale's soul seems to have fused with his horse and carriage, as he appears as a headless body on his carriage pulled by the horse.
Chapter One
Lily and the Umbral Knight first encounter him in carriage form in the Cliffside Hamlet alongside a letter written by the Chief Guardian[1] thanking him for his service. He then follows Lily to the "Crossroads" Respite and will allow her to Fast Travel between the other Respites in the game.
Related Dialogues
UMBRAL KNIGHT: Do you recognize them?
UMBRAL KNIGHT: Seems they lost consciousness before succumbing to the madness.
UMBRAL KNIGHT: They don't appear to be a threat, but best keep your distance.
UMBRAL KNIGHT: Hold, something appraoches.
UMBRAL KNIGHT: Or rather, it follows...
UMBRAL KNIGHT: I sense no clear mind. It seems to be drawn by your amulet,
UMBRAL KNIGHT: Perhaps they were once in service to a White Priestess.
UMBRAL KNIGHT: Is their desire to assist us? You Priestesses are a rare breed...
Trivia
- Bale is one example of the Blighted fusing with animals, alongside the Castle Town Maiden, Western Merchant and the Elder Crypt Keeper, to name a few.