I should search the four spires around the pyramid, and try to find some stone slabs.
"Long ago, the gateways were created by the Dragonkin.
Only the strong would return, with tale of powerful horrors from far off lands within.
From the other side, they brought powerful relics.
Our greatest searched and slayed for the engram to grant us passage."
There was also an arrow scratched onto a stone slab, pointing to the north-east.