Find the key in Lostlight | Key to Redemption Darksiders 2 Guide

After you reach Lostlight, proceed a few step forward and you will witness another conversation with the Crowmaster. You may now go north, and start exploring [Lostlight]. It's worth mentioning that you do not have to use the worldmap at all while in here. There is only one path leading up to your destination.

On your way, be careful not to miss a forking, because there is a possibility of meeting Vulgrim, the merchant again. Around you can find two new chests with random loot inside. Your destination is the [Crystal Spire] (the above screenshot) and you will have to put up a fight here.