About the Blue Sentinels/Darkmoon Blade covenenant, I haven't tried it myself but I read that you can just rush to the Halfway Bonfire, get the Blue Sentinels item there and then go back to the Undead Settlement to farm the covenant item in like, actual multiplayer. You should stay around level 20 for that. With the game being out for a while now, i don't know if that still works tho since I guess there's not a lot of new players anymore.
Best boss for me is The Dancer. Not necessarily from a gameplay perspective but definitely from a style perspective. Her looks, her moveset, the music and the sounds of her steps really made this the most memorable bossfight in the game to me. Even moreso than the Abyss Watchers.
Also helps that she gives you the coolest armor and the coolest weapons in the game. Played most of my PvP as a cosplay of her and it was pretty fun.
Honestly I have no idea but there are plenty new players. I started DkSIII only a couple of days ago and there so many newcomers that I was actually surprised. Not to mention all the people that replay the series. I guess Bloodborne really did pull in a bigger community.
And I totally agree, she's my favorite boss aswell. But I'm glad Dark Souls 3 has enough memorable bosses, I enjoy fighting most of them.
The only thing that ruined The Abyss Watchers for me was the constant stagger that you could easily pull off and on top of that you can parry AND backstab them. Can't say I enjoy so many vulnerabilities at once. I think they did much better with =Sulyvahn, he can be parried but that's it, he will immediately punish you for anything else.==
I've also noticed the recurring theme of second phases in this game, some people say they abused it too much but I thought it was kind of cool. It made me even more nervous the first time fighting a boss and then being like, ''oh shit it's not over''.