Bellegar's cave (AKA Morals Cave / Mysterious Cave) is accessed by a ledge on a mountain near where the path from the depleted ore mine splits off to go the harbour or High Hall (D2:ED
fjords map, which is essentially the same in DKS).
You can only enter the cave once (the door is locked after that), so if you already went there and made a mixture of good and evil choices, you will need a save from before then to make all good or all evil choices.