Quick answer: In the Village of Lu, clear out all five Blackwater disciples in the water beneath the Covered Bridge; afterward, finish off the spear-and-shield puppet that appears. The threads vanish when it falls.
Why the Covered Bridge is blocked
Near the Covered Bridge bell in Village of Lu, a red web of threads packed with puppet arms seals off the Covered Bridge. If you interact with it, the game only shows “Threads block the path.”
There is also a spear-and-shield puppet standing on the bridge, but it is not the one that matters. You can kill it, and the threads will still be there afterward.
How to reach the river under the Covered Bridge
Start at the Covered Bridge bell and head down the slope next to it. A low pole fence sits in the way, so clear it with a running jump to drop onto the lower floor.
Make your way to the wooden deck beneath the bridge. Large spiked chains hang across a wooden palisade there, and you can break them through the L Ctrl prompt using an axe Sha-Chi weapon.
Pass through the opening you just made and drop roughly 2 m down into the river.
How to undo the threads
Five Blackwater disciples hold the river. Three are Blackwater Crew Disciples armed with knives, and two are Blackwater Anglers carrying fishing rods. Each has around 2,675 HP, and on Wayfarer the whole group falls in about 80 seconds.
At the river’s distant end, find the last disciple near a tree wound in threads. Defeat all five, and a spear-and-shield puppet will emerge there with 7,106 HP on Wayfarer.
After the puppet falls, a brief scene focuses on the tree wrapped in threads, then clears the strands from the Covered Bridge. This signals that the route is open.
Nothing drops from this fight. What you get for it is a clear way across the Covered Bridge.
How to leave the river
Use a sprinting leap against the river wall to get onto the lower floor again. From there, return to the Covered Bridge and cross it.
