After getting caught peeking madame brothel pegging the merchant, they give the player the option of getting fucked by a dildo or letting the merchant decide a way of making things up as an alternative punishment, when choosing the latter the merchant puts the player on a chastity cage and says that if the player wants the key he has to meet her by the border or "elsewhere" before she departs and that she wil give the player exactly what he "desires".
So after that I went straight to the "Strange Merchant" location near by the town on the map and the interaction she gave me was generic, she did mention the chastity cage but it was the same dialogue she gives when you have the chastity for any other reason. I thought of meeting her by the "border" that she mentions but I have no idea where that is or even if there is "border" in the game, it seems like the only way of getting out of this chastity cage is buying the key by the blacksmith. Is there something that im missing?