From A Wiki of Ice and Fire
The west way is a path between Coldmoat and Standfast in the north of the Reach. The route crosses the Chequy Water and passes through Wat's Wood.
Ser Eustace Osgrey buried his first wife and their sons beneath Standfast's hill along the west way. Ser Duncan the Tall and his squire, Prince Aegon Targaryen, took the west way to Coldmoat when negotiating between Eustace and Lady Rohanne Webber.
We'll take the west way. It is little used these past years, but still the shortest way from Standfast to Coldmoat Castle.