Dory leads a group of Bandits that were based in western Lycia near Thrycia. After the Bern invasion of eastern Lycia, almost all of Lycia's military was diverted to the eastern front to prevent Bern attacks on the eastern territories. This lead to the abandonment of an old Castle near where the Bandits pilvaged. The Bandits took up residence in this abandoned Castle and used it as a base to launched raids on the nearby villages.
In Chapter 5 of The Binding Blade, Roy and his forces were traveling through the area on their way to Ostia after having passed through Laus. As Roy and company passed by the villagers of the area appealed to them for help in defeating the Bandits who constantly raided them of their belongings.
After consultation of Merlinus (who was against the idea) Roy decided to aide the poor villagers. The following battle between Roy's forces and the Bandits then ensued. Dory lead the Bandit forces against Roy's group and was killed defending the Gate to the Bandits's base at the abandoned Castle.
Dory is a particularly daunting Boss to battle as he has decent stats and a powerful weapon in the Killer Axe he wields, which gives him a large chance of getting a critical hit. He also wields a Hand Axe to allow him to attack at distance.
—Dory's death quote in The Binding Blade.