Ah, that one's hidden in one of the potted plants lining the entrance. So, from the Blue Door, you go inside, go to the left line of them, and it's the third one up. If you have trouble, let me know - I'll take a screencap or something.
As a side note, I just got to the Succubus Castle. I'm loving the different Succubi, but it looks like it's a big place. Might have to devote a few hours to it. Regardless, to get there:
AFTER REACHING UMBRELLA-LADY'S MANSION, Return to the Forest. There will be, somewhere, a green door that opens for 40 magic. It blocks off a Log sitting on the water. Interact with the Log to create a bridge down lower. Go through there. You'll encounter Plant-girls for the first time. Continue through to a Maze area, in which each area has four exits. Always take the exit with SPARKLES. At some point you'll pass a hooded figure - they offer to sell you a Wing item that gets you out of the maze. Ignore them and keep following the Sparkles. Eventually you'll return to the same area, but with no monsters and with the hooded figure collapses. Go to the top right and you'll find a tree that leads underground.
Go through that area. You'll find a catgirl and a mushroom girl as new enemies. You'll exit into a bog. Make your way through and you'll come to a boss fight with some weird mushroom-type girl. Different from the other ones. She'll also have two more normal mushroom girls as support. Simply move your targeting reticle left or right to make them appear.
I don't know if I did anything different or special, but I was able to recruit that boss after the fight in a separate dialogue. Following that, backtrack until you find a statue blocked off by a 200-magic door. If you go through there, you'll be at the Succubus castle. There is a save point in the middle of the grand entry room, just up the stairs. That's where I'm at now.