Ring of Elysium has a location called Sheriff's Shelter. This place isn't marked on the map. The picture above shows the exact location of that place.
Sheriff's Shelter is a small bunker. However, you can't get inside. The only thing you can do is to get closer to the door and eavesdrop the people inside of it.
You won't get any weapons, upgrades nor other pieces of equipment. This place won't protect you from a snowstorm, too.