Black Market Heist (Mission 2)
During the Second Mission also called The Edge of the World mission you can rob the Black Market. Following the path to the left you will come across a building that is Bloodfly infested. There will be three people talking about a path around the Wall of Light.
The video shows the path to find the Key, and then back outside to the back door of the Black Market.
SUGESSTION: Buy the adrenalin first, then rob the black market. You will only get one adrenalin from the heist.