Went to loot chests in Sep City. Had a horse and my bearer with me.
Climbed up the building where you learn the snake dance on the snake dance side. Got the chests at the ghosts. Then worked my way to the top and got the chest up there. Descended the building to the shelter spot with the 2 chests inside and my horse spawned in the entrance to the shelter. This has effectively blocked my path out trapping me inside the shelter.