"Go to Sanctuary" is an objective in the Story Mission The Road to Sanctuary in Borderlands 2
Walkthrough[edit]
Head over to the left and head through the Ice Cavern, Thirty Below to make it on through the next part. Throughout Thirty Below you will be seeing a lot of Bullymongs. Kill them off if you need to grind up some experience, but it is generally better to just gun through it and run over whatever gets in your way.
Once outside the Cavern, go to the North and head to the marker that sits at the entrance of Sanctuary. Kill of the Bandit in front of the gate then deal with any others that spawn nearby. After that head over to the Intercom that sits to the right of the gate. Use it to get the next objective.
