Betty Lou, the vault is where the man (Kadish) died rather than leave all of his riches. You had to climb up on a pile of boxes to touch the marker in that room.
If the marker takes you inside the door that you open by setting those three machines, then when you walk through the door leading out of that place, you will be ready to do the puzzle where you walk the shadowy path. Remember that one?
The Kadish Gallery is in the big open room after you climb up those four pillars. It is full of cables, including the one that you had to walk to get to the Bahro Cave. It is all the way up the stairs, and you have to set some buttons over to the right, just before you go up the stairs, in order to open the door.
Does that all sound familiar...