The Three Marys caverns are located along the river past the Three Marys map marker, in the first area with three large rocks, and consist of a cave with two entrances. The first entrance is on a ledge on the southern bank of the river, but can be accessed from the northern bank via a rock bridge. Going through the cavern and then using the other entrance provides a shortcut past the westernmost bend of the river. There are three White Legs pain makers inside, and sleeping facilities.
In the canyon, the ground is heavily littered with trash and debris either from the White Legs or previous inhabitants.
Three Marys cavern will not show up on the player's compass, nor can it be discovered as a fast travel location until Crush the White Legs has been started by the player. The latter is due to the main path through the canyon being permanently blocked during the quest, requiring the player to use the cave to bypass the rocks when re-visiting Zion later.
If the player visits the area before the quest Crush the White Legs, the early portions of the valley are lightly guarded, but no White Legs can be found deep inside the area where it looks like it should be heavily populated, despite it apparently being their base of operations in the Zion valley.
If the player explores the region before the final quest, they will find the path at the end blocked a rock. Using console commands to pass the blockage will reveal the final area where Joshua and the player confront Salt-Upon-Wounds at the end of the questline, but it will be empty at the time.