What is strange is that it is a mystery. No one seemed to find it, there are reports of it not mentioned in strategy guides, and it is not part of the Civil War questline that takes place there.
I am guessing it is a mystery. I did a quick Google search and it seems so

Did you try using the console? (If you are on PC).
Also, Komodo provided a link to the proper forum for this. An admin or moderator should be able to move it soon
