You acquire this mission upon arriving in Old Haven and completing Smoke Signals: Investigate Old Haven. You can easily find the Smoke Signals by following the trails of smoke in the sky. Follow the link to the quest for more information.
At the north edge next to a shack is a dead bandit who will give you a quest to retrieve keys and unlock a treasure chest. This quest is also known as Bandit treasure. After you get the keys in New Haven you find a map that points to a spot off the edge of Dahl Headlands. There you can find a ramp off the side, and a shack with a red chest (confirmed to not always be an Eridian weapon, though there might be a higher likelihood than other chests)