Han Li obtained it in the Fiery Hell which is a dangerous area of the Mortal Realm, but not for Great Cultivators such as him. After using a soul search technique on Master Arctic Dragon's Nascent Soul in the North Night Palace, he had gleaned some information, telling him that a wisp of Puresun Flame Essence could be found in this restricted area.
The flame has a consciousness and it generally takes the form of a Pegasus.
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