Deal With the Devil
Just go along with the interrogation. When you're asked to choose between Frank and Eddie, don't do anything. The secret achievement “Decisions, decisions” will appear shortly after.
After breaking free, turn around to find the first relic of the mission. Use the talent shrine as necessary.
Exit the room then follow the straightforward path to the broken elevator. Climb the stairs quickly and continue forth. Be careful since as you enter the room, armored enemies will charge in. You don't have any guns so you have to slash like crazy or if you have the Swarm upgrade, it will help stopping the enemies on their tracks.
Continue to the next room and kill the enemies. Go upstairs and follow the walkway leading outside. Once you're out, jump down then follow the path. Upon reaching a set of blue stairs going down, look to your right and you should immediately see the relic.
The Fool's Phylactery
Continue moving forth until you get ambushed by armed enemies. Use the ventilation fan blades to kill them from a distance. Continue fighting your way through more enemies until you finally reach the warehouse. Your allies will then arrive. Ride the car to complete the chapter.