Fristad Rock - In the morning or afternoon.
On the beach to the left of the main entrance there is a blocked / locked door. This leads to the storm shelter.
Drop down onto the lower area (accessible in the Morning and Afternoon only) and work your way along to the far end and you will find a hole in the cliffs.
Enter and climb up into the Storm Shelter.
Inside is a complex lock with 3 codes that leads to the Intelligence Archives. The note on the desk explains more.