For me he was in Terralava (3rd Gate) in the first part of the industrial district. It's a 3 wave challenge room. I died 3 times but he was here every time so not as random as some of the other stuff in the game. The room isn't that hard but I'd an under levelled character and was low health. I'd recommend exploring the map for power ups before going in and a full rage bar.
Another mistake I made was to simply run around the map on one attempt to find it, this lead to enemies following me in. So if attempting that be mindful of that.