Farnirras the Pensive is imprisoned under the Lonely Barrow. To set him free, you must get in the dungeon.

Afterward, come back to the capital and locate the nicely in a little courtroom, at the left region of the city.

Interact with the well that’s to the upward left from Nok-Nok (if you have him in your squad). Get down and pick up the objects from the table, and the key you need will be among them.