The Cave of the Forlorn is an icy cave reached via the frozen river that cuts across the Consecrated Snowfield. Misbegotten, jellyfish, and a handful of rats lurk within — the cave’s boss wields one of the legendary weapons of the Lands Between. Note that you’ll need to use x2 Stonesword Key to enter this location.
From the site of grace, hop down north-northeast onto the ice and pick up the Golden Rune . (Look down and you can see jellyfish below you through the ice!) Head east past the summoning pool and pillar of ice that divides the room. Past the icy column on the right you’ll see a corpse with x4 Freezing Grease. Southeast of the corpse is a sleeping winged misbegotten — free runes, basically. After committing murder, you have the option of going north into the dark passageway there. However, there are three rats and two misbegotten in the room beyond, and the only reward is a single Freezing Grease, so it really isn’t worth it.
Instead, just continue east into the next chamber. Take a left and start sneaking — there is a melee misbegotten sleeping around the corner, with a winged companion just beyond. Charge up a powerful attack and take out the larger foe first, then deal with the flier.
Grab the Nascent Butterfly from the corpse, then go south across the chamber to find a Golden Rune . Head east again, and continue through the passage as it curves north — you’ll pass through a narrow gap and then enter a large chamber full of Miquella’s Lilies. First, head northeast and up onto the rocks against the wall, and then jump west-southwest to the next clump of rocks and make your way up to the Hero’s Rune . From here, you can see the way forward (path #2) and an optional path (path #1).
If you choose to take path #1, turn on a Lantern before heading north into the dark tunnel. You’ll soon run into a sleeping large misbegotten — you can choose to sneak past it, but doing so will remove the option of retreating through the tunnel, so it’s best to kill it before moving on. Continue north into the next segment of tunnel, and you’ll end up in an open chamber with an icy low ground.
Sneak up to the first misbegotten on the ice and charge up a powerful attack — try to kill this one quickly, before the winged misbegotten and the other large one wake up. You can retreat back onto the high ground, and then into tunnel, to avoid the ranged attacks of the flying foe while fighting the larger misbegotten. After all three enemies are dead, you can pick up the Rune Arc and x10 Spiritflame Arrow from the eastern side of the chamber.
Then go back the way you came, south through the tunnels, and turn right to head west down path #2. Hug the right wall and continue deeper into the room to find the lowest point on the rocks — jump up to the highest part of the rocks, then jump south across the gap and continue around the corner.
Hug the left wall and continue dropping lower until you reach the ground, then make your way further southwest — you’ll be confronted by some angry jellyfish here. (Look up here to see through the ice you checked out at the start of the dungeon!) Take them out one at a time as you make your way uphill to the west. You’ll soon find a few jellies hanging out over some corpses — clear them out and then loot the bodies to find x8 Crystal Dart, x3 Miquella’s Lily and x2 Thawfrost Boluses. Next, go northwest through the narrow cleft in the rocks.
This passage will curve left and you’ll have to kill some more jellyfish — on the left against the wall right as you enter the next room is a corpse with x3 Thawfrost Boluses. Mind the pit in the center of the room as you fight the jellies, and once they’re dead, head around the holeto its southwest side. Here, you’ll be able to drop down to the northeast, onto a ledge in the pit. Jump off this ledge northeast to the far wall to land on the next ledge down, and then jump south to the ledge below. Pick up the x6 Freezing Grease from the corpse here before dropping a final time to the ground below.
From here, it’s a straight shot north to the boss fog gate, beyond which you’ll be able to face the Misbegotten Crusader.
Boss defeated, you can take the wisp to the dungeon entrance (this will bring you right in front of the giant land octopus, so be ready), or teleport to the site of grace to spend your runes before you head back out into the Consecrated Snowfield.