Banshees at Night?

I’m trying to do one of the Pilgrim bounties (defeat 2 banshees during a chase) and have been running around for a couple hours at night in a level 4 chase and haven’t found a single one of them.

Does anyone know where they spawn? I’ve tried with and without the event but no luck.

I haven’t completed the main campaign yet, so the underground bit near VNC tower isn’t available for me yet.

Thanks in advance for any help, Pilgrims!