Nekame islet is where you will find Heliga the strange horse creature. Heliga will only show up after you have explored enough islets where Yu tells Kay two separate times that she believes she saw a Heliga and Kay says doesn't believe her, instead thinking it's just Yu seeing things. You'll eventually travel back to your base where Yu will say "Kay! That's the Heliga, did you see it?" and he'll finally acknowledge having seen it too. After you get the conversation where Kay says that he did in fact see the Heliga, that means the Heliga is waiting on top of the mountain in Nekame.
For the sake of convenience, I am showing the flow bridge leading to Nekako to give you the right part of the islet you need to be on. From this flow bridge, walk forward to a flow trail on the ground.
If you walked forward, you should be standing where Yu & Kay are in this third picture. The red box is where Heliga will be sitting and waiting for you to trigger the battle. I took the picture after I beat Heliga so I wouldn't spoil what it looked like.