I believe he's talking about the "treasure room" found shortly after Xydusa and before going through the elevators to get to our favorite priestess. For that you need the skull key gotten from the ...I forget his title... the head serpent caretaker. He's found in the room with the two elevators side by side with a chest in it. Either talk to him nicely or kill him outright and he'll yield the key
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I hope this helps.... good luck!