Dying of the Light is a challenge in the Vault of the Warrior.
Near the beginning, head to the scenic view behind the lava fall. Climb to the far right of the opening and look down. There is a cave with lava flowing out. Jump down to the small cave with a dead 'Fire Worshipper' inside. The jump down can be a little tricky. Look for a cage with a dead body in it and jump down on to that. The cave is on the other side of the small lava river. There are a few rocks sticking out of the lava near the shore of the cave that can be jumped to from here.
There is no route for climbing back up. Therefore the Vault Hunter who jumped down must either commit suicide or save and quit and return the game to return to the main path.