The Underkeep Discoveries

Two chests are always available. One chest requires the "Weaver Rescue" storyline and another "Torture Victims".

The storyline changes daily, you can check which one is up in the top right corner of the Delve tier selection screen.

1. 
   
2. Each Delve has 4-5 Sturdy Chests
3. 
   
4. Most of the times you can collect then in 1 run, but Delve have multiple stories
   Some chests need different storylines to be seen, so if you don't see the chest, you will have to try once more in another run/story
5. 
   

All Sturdy Chests and locations videos:

Earthcrawl Mines Discoveries https://www.youtube.com/watch?v=sjQxlqxfrls
/way 45.34 15.25 1
/way 43.57 27.16 2
/way 32.74 39.66 3
/way 36.16 33.08 4
/way 53.55 82.14 5
Fungal Folly Discoveries https://www.youtube.com/watch?v=sHCLPMlqRhM
/way 58.38 46.91 1
/way 32.97 73.97 2
/way 34.41 65.33 3
/way 49.34 35.76 4
/way 55.68 44.46 5 Jumping Mushroom
/way 53.45 41.66 5 Chest
Kriegval's Rest Discoveries https://www.youtube.com/watch?v=QxOSQAlSxAM
/way 46.47 20.00 1
/way 62.10 53.15 2
/way 74.40 69.53 3
/way 69.50 85.31 4
Mycomancer Cavern Discoveries https://www.youtube.com/watch?v=wZeagrBHx-g
/way 49.66 21.55 1
/way 63.22 45.44 2
/way 68.91 40.96 3
/way 40.66 61.61 4
Nightfall Sanctum Discoveries https://www.youtube.com/watch?v=nCJztLxbm0g
/way 70.66 44.29 1
/way 77.74 36.21 2 Left from the Entrance
/way 38.81 73.69 3
/way 40.26 37.23 4

/way 51.62 56.85 2 - Moved on live servers to a new location

Skittering Breach Discoveries https://www.youtube.com/watch?v=AcasKcftFRI
/way 50.95 65.18 1
/way 26.95 27.20 2
/way 55.86 24.16 3
/way 66.33 14.80 4
Tak-Rethan Abyss Discoveries https://www.youtube.com/watch?v=toxdYCwPF7A
/way 59.86 25.02 1
/way 64.81 48.80 2
/way 44.95 49.86 3
/way 35.31 58.39 4
The Dread Pit Discoveries https://www.youtube.com/watch?v=oAZrouIW5kE
/way 40.59 45.78 1
/way 57.30 56.10 2
/way 58.32 27.79 3
/way 36.06 17.21 4
The Sinkhole Discoveries https://www.youtube.com/watch?v=NsogCD7hVcc
/way 52.33 14.21 1
/way 43.15 60.82 2
/way 72.62 60.93 3
/way 48.64 69.47 4
The Spiral Weave Discoveries https://www.youtube.com/watch?v=OyebOC5U3kA
/way 50.33 45.78 1
/way 36.42 11.14 2
/way 46.07 46.25 3
/way 42.40 47.77 4
The Underkeep Discoveries https://www.youtube.com/watch?v=BKY5Cf31j_M
/way 36.34 34.42 1
/way 63.72 32.23 2
/way 38.94 68.82 3
/way 72.12 88.33 4
The Waterworks Discoveries https://www.youtube.com/watch?v=VphraiyII0s
/way 49.96 24.25 1
/way 44.45 38.48 2
/way 47.85 53.36 3
/way 49.64 79.37 4

I did this delve for the first time during the Zekvir questline with Brann and it appears that some of the delve is locked off during this quest, making it so you are unable to get to certain chests. I was only able to find two chests during this run, despite searching pretty thoroughly.