When the Princess wakes up after fall from the waterfall in Abandoned Mine, Pia is nowhere to be found. Nearby can be seen a steps of many small creatures carring something big. The Princess explorers the nearby areas of the Underdark untill she finaly finds Pia and faces her numerous captors.
The Princess can rescue Pia, using stealth, or to engage in multiple acts of slaughter to the great satisfaction of Vico (if he is still with the Princess at this stage of the story).
Spoiler: Following her search, the Princess finds a tribe of kobolds who attack her. When she finds a way to enter kobold's stronghold which is naturally swarming with kobolds, she finds there Pia, locked naked in a cell. Pia's equipment is in a throne room, near by. In one of other rooms can be found some Drow equipment, suggesting some connection between the kobolds and the drow. Following her realese Pia tells the Princess that the kobolds have taken her to captivity when she was unconscious after the fall and that she was in a cell ever since then. The Kobold's plans for naked Pia forever remain a mystery.
This should not be confused with the second attempt on Pia involving Rugnar Hakenel, a Dwarf living in the Underdark Tunnels.