Literally need 1 to make my relic, but can’t find any!
Pretty much anywhere that reaches the appropriate level. There is no specific location to farm dread skulls.
While I think that what Nine said is fully correct, I found myself getting some nice Dread Skull drops in Pine Barrens, from manticores. Think it was RNG, but try there, why not? 
you can pay the hidden vendor at Blood Grove a visit,. or any of the roguelike dungeon merchants, they might show some love and offer you their rare components:rolleyes: