I’m currently level 33 just got the second shard for the second vault key in the story. For some reason my artifact slot is still locked it has a red x on it and I cannot equip any artifacts. I read somewhere that it was supposed to unlock after the first vault boss.
Second one I believe. I got a relic drop I couldn’t use from the second Vault and had to unlock the slot before I could equip it still.
Grave from Graveward
It comes from a much later boss, about 3/4 through the game.