The next chapter of the Metro Exodus Saltation describes the discovery and rescue of Anne from oppression. Artyom sets out to look for his wife, who falls into serious trouble.
Go to the marker on the map and then drop through the hole to Anna. After the animations, go through the door and walk in front of you. Nearby, you'll find doors that are locked with a padlock - the game will "teach you" that you can shoot down padlocks in some places to unlock the passageway. This is the case here and behind the door, you will find, among other things, another note.
Walk the narrow passage further, and you'll come across mutants - kill them. At this point underground, quite easy to get lost - use the arrow on the compass to easily locate the next rooms to visit.
After a short time, you should reach the manhole, which will open the door from the beginning of the location. Use it and you'll unlock the passage and reach Anna. Fortunately, Sam and Damir are already there to help her recover from the fall.
Return to the train, to Miller and other crew members. After strong persuasion, the Colonel will agree to set off in search of a car that will allow you to take Katya and Nastya with you.