The final Soul Cache is in the Lava Flows, to the right of The Slag Heap.
Look to your right, and break the Soul Cache. Follow the path until you drop down to a lower level and run into a wall.
The next Soul Cache is in The Pillars to the left of The Slag Heap.
After the large arena in the Chamber of Iron, near the big gate, look right for another floating Soul Cache.
In the Chamber of Iron, before the arena, jump across the right path and walk down a bit.
Here’s where you can find the Soul Caches: It’s quickest and easiest to use Strife’s guns to break them open. You’re looking for four fiery red balls with chains around them.
The four Soul Caches to “borrow” from are relatively easy to spot.