Diablo – What quest should I start to do Cursed Captives

Apart the now well-known Oblivion Walker as already stated here and there, it seems there are also a few others, if we listen to PS3 Trophies, that are potentially missable.

• One with the Shadows
  It seems that due to some bugs, you may miss it, particularly if you sell the Thieves Guild armor before completing the Thieves quest line.

• War Hero

  Since both of these forts can be given away during the main questline, either complete Civil War beforehand or give both forts to the faction that you side with. If you complete the Civil War questline before the main questline is finished, you shouldn't have any problems. Whether you can get this trophy or not depends on your choices. Just make sure that both forts either end up with different factions or the faction that you are no aligned with.

They may be fixed in future patches but you should be careful with current version.

The main problem is that the presence of chests is random for the most part. Each map is composed of randomly selected pieces which may or may not have certain elements such as event NPCs and chests on them. There seems to be a fair bit of seeding such that there will always be some chests in some areas, but as there really are few guarantees, your question becomes challenging to answer satisfactorily. It would be great to claim dungeon X is great, but that would always come with either the caveat that a) the dungeon is randomly generated and/or b) which chest locations are randomly activated. Additionally, the time to re-instance by leaving-resuming can be seen as non-trivial to the speed of this process as well.

The next problem is that this is that this is generally a bad idea. It will be boring, time-consuming and a poor use of a sizable amount of time.

There are very few guaranteed chests that I recall if any and they are not the fastest to get to. There are also a few random ones that instance quite often and very close to the waypoint and due to their visibility from the waypoint, they may be the most expedient to farm.

Thus far, the best point I've found so far is Cathedral Gardens - Act I: You can see if the chest spawned just up from the waypoint as soon as you waypoint in and so it's pretty quick and easy to check and re-instance this one and what's more, the chest appears rather frequently. This one seems to have the shortest commute to the chest and if you add 20 seconds for re-instancing, you can probably get a rhythm going and get 1-1.5 chests a minute assuming about a 50% chance of the chest appearing. Crawling whole areas wouldn't likely be as fast as this, but it does not make this a fast process. Unfortunately, this means that to get the requisite 2000 chests with this frequency, you'd have to do something close to 4000 instances which is about 67 hours non-stop at 1 minute a chest or so.