Follow:
1-Use map cheat
2-Look for a cave
3-If you can't see a cave, try to look it again in a more organized way
4-If you still can't find, Look at the picture given in this sub-board which shows the possible whereabouts of the cave.
5-Look for those places, in-game
6- If you still can't find it either forget doing the quest, open a new character, or just cry loud.
Hope this helps.