I was running the quest and a random player picked up the royal cache where I was standing. The cache disappeared and no matter whether I change instance, swap characters/zones even turn the game off completely and start it back up, the cache will not appear.
Unfortunately I can't drop the quest and start it again because they don't appear in the journal .... you really need to fix things like this - it's far too much player frustration.
A reset of the Xbox seems to have solved the issue.