Thanks to Johnny RTFM and Kailynne Johanne. Now the next dumb question - where is Bodhi?

graveyard district, proceed north-east to the towerlike structure and go down that way

Possible that you can't enter the building. In that case, go to Aran Lindvall (Shadow Thiefs) and he will send a mage that will help you with opening the door.

Minor Spoiler Warning
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The mage Aran Lindvall sends helps open up the big blue(?) doors at the Northern end of the crypts.

You should be able to enter the crypts at any time and explore part of the area down there (like the spiders nest).