You are misunderstanding the sentence. The rat isn't telling you to find a necromancer's grave.
The rat is obviously referring to Evelyn - she is a necromancer*, her lair is on the shore, and the directions to it from Bellegar's cave are to go to the sand below the cave (the cave entrance being on a higher elevation than the shore) and then left.
* the word grave is here the adjective grave and used to describe her, either referring to her serious or thoughtful demeanour or her drab looks, not the noun grave.
