Son of the Devil

Well, I found the keys by stumbling upon one arena – it makes sense to go to another. But how to figure out that, in order to combine the key, you need to go to the Conflux, I have no idea. As far as I remember, there were no mentions of the parts of the key belonging to any particular elements. It's not a forge. In order for the quest to be completed in a non-random way, some additional information is needed.