To find the pyramid you first must have the real map, which means finishing the desert gold mines.
Desert arena only opens after you finish Gin's training in the abandoned city forest, and the gold mines mentioned above.
Upper new ark is accessible when continuing Fawn's route proper, which can be continued after finishing Cassie's opening route after dealing with the Don; after dealing with the Don using Arlene(The cop) you have to ask Arlene to Dom you, and then ask Fawn for either: harsher play, or Arlene to dom you, then Fawn's route continues.