The one near Butcher's Creek? I don't know what you're doing wrong but you just follow the sludge on the ground to the exit.
fun fact: you also get a free cattleman in the first mission of the game!!!
@Russell Mays I was also having the issue of running low on the Blackwater money, but I had only completed one of the treasure hunts, so I did a few more as well as the statue puzzle to get another 6000