Can anyone please tell me where she is?

She's been kidnapped by some rogues in a cave nereby. ;)

The beggar can give you the location of the rogue settlement.

I've been pretty much over all of Act2 map areas, but I can't open the door inside the rogue cave in the rogue settlement.

No key.
I've got maxed lockpicking ability but that doesn't do it.
All the rogues so far are dead

Is there something I need to do/someone I need to talk to first?

Maybe for the first door. If lockpicking doesn't seem to open the door, try bashing it or casting Shatter on it. The first door which is locked and trapped can be opened by doing 300 points of damage to it.

The only other door that is locked is the cell door with Helen von Hunth inside. The key can be found inside a trapped chest in the room where Bentley of Welsherem was standing.

Yes, thanks. I'm past it now.