The Limestone Cave in Dave the Diver is found deep in the ocean, and you'll need to upgrade your gear a couple of times before you can venture that far down. This is just as well because there are plenty of angry fish more than happy to chase you away if you don't have anything powerful enough to take them out with...
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Where to find the Limestone Cave in Dave the Diver
Source: PC Gamer (opens in a new tab)