After reaching the Capital and meeting with Brant, this quest becomes available. Note: Ser Gregor must have survived his escorting of the Arisen to the Capital city Vernwurth at the start of the game. The quest pertaining to this achievement is titled: Til Death Do Us Part.
Lurk around one of the fountains in the noble district of the Capital (for me, this was directly on the right of entering the Noble District by the path with the Portcrystal as you'll see here
https://prnt.sc/LFPaBhEDya5X ) and eventually you will be accosted by an NPC who informs you Ser Gregor is away and his wife is being visited by a different man. After the NPC implies this could be a plot to have Ser Gregor killed, go to the Watchheed's home and speak with Margit, Gregor's wife. She will realise the timing of Ser Gregor being sent away and the new man who's been visiting her and surmise they're connected and send you off to rescue Ser Gregor. Accept the quest and you'll fight the Dullahan (Headless Horseman) at the end of it at the marked location.
Note: even if Ser Gregor dies during the fight itself, you will still get this achievement. Just make sure you go to rescue him in time so the quest doesn't fail, as NPC dialogue makes this seem timed, even though it lacked the hourglass icon in the journal.
Edit: In the post-game, I encountered a Headless Horseman north of the volcanic slave camp you started the game at, so there's more than one chance to get this it seems.