Sometimes the outlaw life in Red Dead Redemption 2 means you need to do some stealing. The Rocky Seven Home Robbery is one of those times and involves parting a wealthy couple from their belongings. They have just purchased a new house to the “far north of Van Horn.”
Where it gets a little annoying is finding the house, and figuring out how to break in. The house itself can be located in the northeast of the map, north of Annesburg, in a place called Williard’s Rest. The location is considerably north of Van Horn, so in the in-game description is a little sparse on details.
The second issue is that if you head there too early, the house will be locked, and there is no way for you to get in. Even though you learn about this place quite soon in the game, you cannot access the house itself until after the “A Fork in the Road” mission in Chapter 6. If you go there before that, you will have no way in and no way to complete the mission.
Once you reach this point in the story, head for the location marked on the map above, and you will find the house there, ready to be robbed. There seems to be a lot of frustration around this particular mission because people find it too early and then think something is bugged. If you are standing outside the house and can’t get in, you more than likely just arrived here a bit too early.