Having beaten the Living Failures, I was already at Lady Maria of the Astral Clocktower, but I went back for Laurence and of course needed to work for quite a bit to get her down.
Maria's tough, though it's very nice that there's essentially no runback to get to her - you just use the lantern you lit after beating the Living Failures and walk like twenty feet.
I found that I had the best success when I went with a transformed Whirligig Saw and went aggressive as I could. She has some very fast dashes and strikes that are so quick, the timing will be difficult to pull off. There's essentially three phases, though I managed to push through the final phase without letting her do much. Basically, phase one is pure physical. Phase two she'll get longer swords (harder to dodge) that spray highly damaging blood at you. Phase three, the blood ignites, and her attacks will leave a trail of fire.
So here's the interesting lore on Maria: When you beat her, the next time you talk to the Doll, she talks about feeling as if some weight has lifted from her. Given Maria's appearance (very tall blonde woman,) I strongly suspect that the Doll was made as a recreation of Maria, and that perhaps Maria's soul is partially attached or living within the Doll. Thus, by killing her in the Nightmare, the cursed afterlife for Hunters, we may have set her free.
Then again, there's also evidence that the Doll is really an Old One, so who knows?
I'm definitely getting a sense of what the Nightmare is, and much of that is coming from Innsmouth... I mean the Fishing Hamlet.
For those of you unfamiliar, The Shadow Over Innsmouth is a story by HP Lovecraft (who more or less created the Cosmic Horror genre - too bad he was super, super racist, even by 1920s standards,) where a man goes to a seaside town called Innsmouth (somewhere in New England. Lovecraft was from Rhode Island, and so most of his stories take place there or in Massachusetts, which is where I'm from!) Basically, the townsfolk worship a horrific underwater deity named Dagon and locals start to turn into fish-men around age 30. The man realizes at the end of the story that some of his family traces its roots back to Innsmouth, and that he's starting to get to that age...
Anyway, it seems that the people of the Fishing Hamlet worshipped Kos (or some say Kosm,) and thus were transformed into weird fish-people. The Hunters coming out of Byrgenwerth came by and either killed Kos or somehow massacred the village. Indeed, it might be one specific Hunter named Brador, who is locked in a cell back near where we fought Ludwig. Brador invades periodically when you get farther into the Fishing Hamlet. You can kill him in his cell to stop doing this, but you have to fight him at each of his invasion points to get his full armor set.
So Brador or maybe multiple Hunters did something horrible (at least in the eyes of the villagers,) possibly killing Kos, and the people of the Hamlet set a curse on the Hunters, presumably damning them to this Hunter's Nightmare afterlife.
One thing I wonder about is the connection to Byrgenwerth. The Beast Hunt didn't start until the Church had started spreading the Blood around, but this seems to imply that Byrgenwerth had its own order of Hunters. We know that Ludwig was among the first Church Hunters, but Gehrman is clearly the first capital-H Hunter - it says so right in his health bar. So presumably Gehrman was working for Byrgenwerth.
Perhaps the werewolf-like Curse of the Beast was not the first thing that the Hunters were created to deal with. Maybe the Hunters were originally dispatched to deal with any kind of eldritch situation, and in the case of the Fishing Hamlet, they decided to slay what they saw as a terrible beast (and for all we know, Kos might have been doing super-horrific things.)
One thing that's intriguing is that when you get to the first Fishing Hamlet lantern (making three lanterns in a row that have no enemies between them,) there's a human corpse hanging upside-down with no head. Its arms hang in such a way that it makes the Hunter rune - the same thing on your Bold Hunters Marks, the symbol for your Blood Echoes, and the Hunter of Hunters Oath Rune.
Anyway, tons of interesting lore here.