I believe in Ch 5 you need to send a chocobo to Bikanel. When you check your chocobos you will see that the Bikanel one ran away. But actually, it stayed at Bikanel. You can go to Bikanel and ask to dig and a new area opens up (I think the Central Expanse) that requires a chocobo to traverse. Dig in this area and you will eventually find the Desert Key, which opens that chest.