This page shows the location of the shanty called "Rio Grande"

You can find it on a tree in the south part of Cat Island:

Catislandshanty1a.jpg

Here is the map:

Catislandshantymapac4bf.jpg

How to get[edit]

Just climb up the tree (there are a bunch of rocks near the tree that you can use to climb) and chase the Shanty.

You should catch it on one of the nearby trees:

Catislandshanty1c.jpg

Catislandshanty1d.jpg

Otherwise you can travel to the town viewpoint to have it respawn, then try again.