Normally the entrance to the second level of the mine in the dwarven halls is sealed until you have the quest to recover the axe of stone. Did you maybe just clear the first level of the mine previously, and not notice the cave-in covering the entrance?
Did you hit the alt key in the room with the alter where the axe is suppose to be, to try to help find it?
Council Quests - maps and descriptions
If you did manage to get in early, or found the axe and gave it to the dwarven council member rather than the king, you can get a replacement;
Lost Items - guide and directory of inventory files