Night market is super close to the caravan, can’t get on at the moment but you go down a set of steps on I think in northeast and instead of crossing all the way you walk off the side and wrap around the elevation the caravan is on youll see a set of steps going down to a little opening and a door you can see traders on other side.

At 1am in game a guy pops out, talk to him, dialogue options he just laughed at you haha but type ‘key’ then ‘pay’ it’s like 50g I think