Here is a hint (I hope it isn't too good of one): It is a shelter of some sort. But the shelter itself isn't a particular named area on the map. It may or may not be in a named area, however. If that makes sense.
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"[Insert awesome/inspiring/cool/smart/pseudo-intellectual quote here.]" - Me
Old Olney in that underground area? Urgh, if I'm right I don't have a screenshot! That's why I didn't answer those two I knew the answers to before! Gaaaaaaah! Ignore my answer if I'm right,