Head in the direction of the cave, which you can follow by following a landmark that leads to the next vault you will loot.
Your next destination takes you to a nearby cave where another chest has been discovered. The trunk contains equipment and there is no key in sight, so Ghost tells you that there are other safes nearby that you can investigate.
You start at a cliff, and nearby is a vault marked with a landmark that you must unlock to find the key. She and Ghost will find a way to get a new key and catch up with Shaw to help him become a superconductor. He will take the only key to the superconductor, leave you and the ghost empty-handed and try to prevent you from following him. Shaw decided to leave you behind and go to the Superdriver himself to protect you from danger, since he had already lost enough Guardians.