" You want to kick Sledge out of Headstone Mine, huh? Good for you. I think you're crazy, but I'll give you a hand. You need the key. Last I checked, there was one down in the Zephyr Substation Office. Of course, the bandits aren't going to make it easy for you."
Strategy
Follow the way point marker to Zephyr Substation and take out any bandits. After clearing the bandits, enter the site office to find the key absent and a note left in its place. Take the note to complete the mission.
There is an enemy on top of the site office roof who will be able to shoot through the hole in the roof, if not dealt with before the building has been entered. Once the roof is clear, access to the roof can be gained by jumping onto a rail near some machines inside and using that as a jump point to reach the roof. More loot can be found above.
Completion
"Instead of a key, you've found a note that was left in its place. Years of accumulated dust suggest that the key won't be returned anytime soon. You'll need to look for it elsewhere."