The first moth man is in the first floor Keep save room. When you enter the Keep for the first time, you will get a cutscene with Kaede. After the cutscene and defeating the enemies, you can progress, before going through the double doors to progress go through the single door to the left. This is the save room and the Moth Man is located to the right of the room on the wall.
The second Moth man can first be found when you play as Kaede for the first time. When you use the Red Key to enter the West area, you will continue forward and will pass a well with a ladder in it. Climb down the ladder and the moth man will be at the bottom of the well.