There is stuff to do for the murder quest north of the city, if you are looking for a secluded beach.
through a tunnel where you fight one of Arhu's experiments that has gone out of control
You can leave the Black Cove using the waypoint. For the unfinished area you get sent to leaving by the tunnel, if you run around a bit, especially along the edges or through the mountains / over the ocean, the game should register that you are out of bounds and teleport you back to the Cyseal gates.
If one character steps on the trapped pressure plate entering the room, the other can press the button to disable it, so the first can safely move (the ghost warns you that moving off the plate will destroy the entire room).
I never found the key for the Ominous door a couple builds ago, but managed to fireball my way through (Phoenix Dive or the teleporter stones might get you past).