Mercer will inform you that Karliah is hold up inside Snow Veil Sanctum, so lead the way to the door, which Mercer will unlock, and head inside.
There is an alternate entrance located at the top of a canyon that you will find by walking from the location of Snow Veil Sanctum on the map towards Winterhold, but this entrance is barred by an iron gate as an exit to the ruins. The switch to open the aforementioned gate is on the inside.
Navigating Through Snow Veil Sanctum Once you make it to Snow Veil Sanctum, speak with Mercer, who will tell you that Karliah is inside. After speaking with him, walk to the locked door together and wait for him to unlock it.
This claw is found in the remains of Daynas Valen while investigating the Gauldur Legend in Folgunthur and is used to open a door leading to Folgunthur Crypt, two treasures rooms, as well as a door at Reachwater Rock.
As you enter the cave, you can find the Emerald Dragon Claw on a pedestal along with a note next to a dead adventurer.
The Sapphire Dragon Claw is used to open a door in Shroud Hearth Barrow, and is acquired by completing the miscellaneous objective Investigate Shroud Hearth Barrow. In order to obtain this item, speak to Wilhelm, the innkeeper at the Vilemyr Inn in Ivarstead.
One way to resolve this is: As soon as she turns and heads toward the gate, click Karliah again (A. Talk to Karliah). She will stop and tell you "we'll speak once the Oath is complete". Then she will continue properly to the gate and pull the chain.
It cannot be entered without starting the quest (see Dungeon Lock Outs). The sanctum is a multilevel dungeon guarded by many Draugr, there are also a number of tripwire, bone chime and pressure plate based traps.
Walkthrough. Make your way to Snow Veil Sanctum and have a chat with Mercer who is waiting outside. Mercer will inform you that Karliah is hold up inside Snow Veil Sanctum, so lead the way to the door, which Mercer will unlock, and head inside.