Seriously, I only found Little Marty by accident. I didn’t even realize that I have a quest which needs to find him. In case you’re still looking for him, you can find him inside the Clock Tower 1F at Aldebaran.
Time Witch – (Exploration) Find Little Marty somewhere in Clock Tower 1F
You can find Little Marty inside Clock Tower 1F on upper mid on the right side of the clock.