The encounter with Adyr | Chamber of Lies Lords of the Fallen Guide

The portal to Adyr appears after you defeat the Annihilator.

After the battle, return to the portal at the stairs, which is now active. Enter the main portal, at the end of the chamber (it appears after you defeat the Annihilator).

The conversation with Kaslo sheds some more light on certain matters.

Inside, you get to know about all of your battles with bosses: how long they took, how many attempts you needed to defeat a particular opponent and which weapon you used to do that. To continue, attack the spirits of the bosses (some of them drop armor elements, you will assemble the entire Fallen/Effect/Demonic assassin set depending on which class you have chosen). At the same time, you will learn some things and will be presented with a "choice" - what you do towards the end of the game, will affect the ending (the most important thing is how you use the rune that you receive from Adyr). After that, Kaslo appears. Talk to him and you will be transferred to the Citadel.