Maintenance for the week of September 30:
• [COMPLETE] Xbox: NA and EU megaservers for patch maintenance – October 2, 6:00AM EDT (10:00 UTC) - 12:00PM EDT (16:00 UTC)
• [COMPLETE] PlayStation®: NA and EU megaservers for patch maintenance – October 2, 6:00AM EDT (10:00 UTC) - 12:00PM EDT (16:00 UTC)
It's in a different area of Coldharbor than the one you escaped from. You will visit Coldharbor again during the main quest, it will open up as a zone near the end of it, that's when you'll be able to look for the treasure.