Destiny 2 – Fishhook Lock Opened / Black Armory Key Location for the mystery box exotic quest.
In order to unlock this part of the box, you have to shoot certain objects in the EDZ Forge, Volundr Forge. Between rounds 1 and 2, there are small blue hovering objects that appear in two parts of the map. One on the left outside the arena. The other in the cave opposite the cliff.
When they spawn, destroy them both. Then you have to complete the forge , you will find a loot cache with the fishhook key for the Mysterious Box.
An overview of the Mysterious Box, its location and all the Locks can be found here.