Further into the frosty area of Remnant: From the Ashes’ DLC Subject 2923, you need to find a Servant Cage’s Key. The key is hidden in Watcher’s Hollow, a small dungeon you have to explore in the Deepfrost Expanse. You’ll have the chance to find the key while en route to locate the mysterious woman.
The Watcher’s Hollow dungeon is on the right side of the map of the Deepfrost Expanse. You will likely stumble across it while exploring the area. The dungeon’s entrance should have a small boat on a shore, right before a pure white gate.
The Servant’s Cage Key is inside the dungeon, closer to the back. You need to take out the numerous enemies guarding it, and there are plenty of tougher minions waiting to take you out. There are plenty of heavy brutes that will rush at you, and even more deadly rat-men carrying large cannons that deal area of effect damage if they land near you.
After you make your way through Watcher’s Hollow, the Servant Cage Key should be on the dead rat body inside the hut. It’s a glowing red item. Pick it up, and then you can unlock the shortcut door to make it back to the entrance of the dungeon quickly. It’s to the right of the hut where you find the key.