If you’re looking for the Palace Cellar in Diablo 2: Resurrected, then don’t look outside of Lut Gholein. Assuming you’ve completed the Tainted Sun quest, then you’ve ventured as far outside of Lut Gholein as you can go. There’s nothing beyond The Valley Of Snakes and The Claw Viper Temple.
To get into the Palace Cellar, you have to go into the Palace in Lut Gholein, and you have to complete Tainted Sun in order for the guards to let you into the Palace. After you complete Tainted Sun, speak to Drognan then Jerhyn, then walk in through the Palace entrance. Take the stairs to The Harem Level 1, then explore until you find a set of stairs down to The Harem Level 2 (there should be two).
In the Harem Level 2, you’re looking for a staircase down. On your map, it’ll be marked in the middle of a room, with the room probably being in the corner of the map. If you see a marker on a wall, then that’s the other staircase that leads back up to the Harem Level 1. Once you find the stairs down to the Palace Cellar Level 1, the Palace Cellar Level 1 waypoint will probably be somewhere in the middle of the map.