Reaper's March is actually 3 zones after Grahtwood, not before it; Grahtwood is AD Zone 2, and Reaper's March is AD Zone 5. That cave just exists to connect the zones together; most neighbouring zones have a "walking route" between them.
Zone 4 is Malabal Tor. AD zone order is Khenarthi's Roost > Auridon > Grahtwood > Greenshade > Malabal Tor > Reaper's March > Coldharbour (Khenarthi is a starter island, so that counts as Zone 0). For more info, see UESP: ESO Zones Level Ranges.