Just skipping the boring algebra, you agree that the equation of the normal at P is:
x + py = -4p(p²+1)
P(-8p,-4p²)
M (0 , -4(p²+1))
mid(PM) = (-4p , -4(2p² + 1))
Let L(x,y) be the general point on the required locus as P varies:
x = -4p
y = -4(2p² + 1)
p = -x/4
sub into u
y = -4(2(x²/16) + 1)
y = -8(x²/16) + 4
y - 4 = -x²/2
x² = -2(y-4)
which is your locus