To begin the Missing: Rainier lost and found quest in Dead Island 2, interact with the poster on the missing board at the Serling Hotel on Ocean Avenue. We found this after beating the game (might be found sooner). For this quest, travel to the Randgate basement which is in the eastern part of Ocean Avenue.
Once there, head inside and make your way to the open room to find a Slobber and a bunch of other zombies. Take them out then loot the Candidate Rainier journal from where he falls. It will point you to Hollywood Boulevard station so make your way over there! Once in the station, head for the area with the ticket office. When you arrive, you’ll need to defeat the enemies that spawn there. Afterwards, interact with the red door across from the ticket office.
To find the key, head deeper into the station. In the utility room with the workbench, look the Incident Report journal from the shelving unit.
Head out the door then jump down into the loading area for the metro. Lenny will spawn from a grate in the floor.
Kill him then loot the Utility Closet Key from where he falls. Now that you have the key, return to Rainier. You’ll find a surprise inside! Take him out to complete the quest. As a reward, you’ll receive 2,500 XP and a Superior Melee Puncturator Mod.