There's a cave that runs beneath a lot of area of Cyseal and the area outside - its entrances are the abandoned store, the graveyard, and a well.
I entered the cave through the well outside the city gates, cleared it, then went up the graveyard ladder. I appeared in the middle of the graveyard with the grave not dug. If I hadn't went through the grave in an earlier game - I would be sure it's a bug that I appeared there.
I think that if you exit through the graveyard ladder the grave should automatically be dug to reveal the entrance.
