Secret Scroll of Blades is a relic piece obtained as a rare drop from the Wanderer, the 3rd Boss at Mysterious Mountain. Alternatively, you can purchase it from the Adventure Shop for 400 Smith Tokens once you have 3-Star Mastery in the Mysterious Mountain
You also obtain 1 from Heroine Quest 16.
The other pieces you need to create Nameless are the 3 Rank-A Tamahagane Swords; Shiranui, Zero Type, Masamune. As you can see in the below picture, it will tell you how many correct swords you have. The below picture has none with a gold border, so it still needs all 3 Rank-A swords.
Successfully fusing the 4 components together for 36 hours will result in your sword.