The Korg’ii hold? You have to find the freezing Korgonne in one of the ice caves (it's a random chance as to what cave she'll be in) and give her either a heat belt or one of those coats they drop. Once you've saved her you can enter the hold, which is at the very North-Western part of the map, near the fast-travel beacon. Note this is only in the backer builds right now.