The mover is in the last section of the final dungeon that looks like a bluish crystal world. You'll mostly fight Behemoths, Psychodamons, and Crystal Dragons but Movers are a rare fight in the third section of this area. Be careful with Movers, they are actually a bit of a handful if you are not prepared, and they will automatically end battles if you don't finish them off after a few rounds so make sure you go into the fight with guns ablazing.

Also, if you plan on taking Shinryuu on, steal Dragon Lances off the Crystal Dragons. Most guides say you need two for each character but imo you only need four and you should equip Ice shields to make you impervious to one of its attacks. You'll need Coral Rings to protect against his Tsunami attack but beating him nets you the Ragnarok which is a pretty powerful weapon (though the Optional Dungeon does have better).