Another part of the Mysterious Box has been solved, the Butterfly Lock in Destiny 2.
To unlock this part of the box, you must shoot certain objects in the Nessus Forge, Izanami Forge. Between rounds 1 and 2, there are small blue hovering objects that appear in two parts of the map. They both float near the islands that are not on the main platform.
If they appear, you must destroy both of them. Then you have to complete the smithy successfully. A loot chest with the key of the Black Armory will appear, which you can then use with the Enigmatic Box.
An overview of the Mysterious Box, its location and all the Locks can be found here.