East of the Primodial Cave (straight across the bay) up on a ledge is a bunker. That is where you need to go. I was able to fly above it and jump down to it in human form but there is also a teleport that takes you there though I am not sure which one because I did not get there using a teleport. You can just try the teleports you can land at, one of them will get you to the bunker.
