are u sure u were at the right cave? this is what i did.... from the springs, i went north into the snowfield. when i entered the snow field, i headed EAST. you can keep track of this because of the flags you put down to make sure you stay in the same direction when the wind blows and turns the screen around.

so right when you enter the snowfield from the hot springs area, go northeast, and make sure you stay in a straight line, and keep track of it with the flags you mark down with. the wind will blow you around so you have to use the flags in straight lines, or at least in correlation so you know which direction ur heading. you should reach some one way paths, and eventually u'll come to an area with a cave to go into. there will be a person covered in blue, i think. they consider her a boss but she's really not, and she's really easy. she'll only fight you if you touched the springs and came to her quick enough. jus beat her and u'll get it. hope that somehow cleared it up, but if you're having trouble, i can try to send you a link that helped me.