To unlock this achievement, you'll first need to choose the ending where you accept your fate and leave Harry behind. After doing so, you'll go through the door outside, listen to your music box, and then have a stone path through the sky to walk on. Right before you get to the stone circles in the air, hug the left edge of the stone path. There is an invisible path you can walk out into space on, towards a floating rock in the sky. On the rock is a key. Interact with it to unlock this achievement.