The actual "shade tombs" are at the red circle on the picture below, but you need to burn the shade remains on pyre logs (which are made by burning olive oil (obtained at general store at yellow circle) on the flame in the center of the temple at the green circle to obtain sacred oil and use on logs) at the funeral pyres (at any of the dark squares on the map) to obtain keys to obtain chests in the "shade tombs" to get fine cloth.
Kind of a run on sentence but yea... The higher lvl shade remains, and higher lvl logs you can burn the better the key you will get which means a better change of getting a fine cloth from a chest