I hunted this down the hard way and finally cracked it: the Fish Idol in 'Darkest Dungeon' is something I usually find in the Cove. It tends to appear as a rare trinket reward from exploring curios that look like little carved statues, or tucked away in treasure rooms and as occasional drops from Cove enemies and bosses. When I'm running Cove expeditions I treat every statue, altar, and chest like it might cough it up — I scout thoroughly, clear rooms methodically, and open every curio interaction I can.
If you want to tilt the RNG in your favor, bring a party with decent scouting and take your time on curio interactions that have a chance to yield trinkets. Avoid reckless moves that make you skip corners; those missed alcoves are often where the good stuff hides. I also make sure to bring plenty of torches and the right quirks for survival so I can fully loot without having to retreat early. Finding one always feels like a tiny Cove-themed victory, and I keep it on a frontliner for the aesthetics and the bragging rights.