As soon as you escape from the tomb in the previous mission, Buck will call you and tell you to bring the knife to his place. Fast travel to Badtown, then go to the marker, which is Buck’s place. When you go inside, he’ll give you the key to where Keith is for the knife.
You’ll go downstairs and reunite with Keith, but Buck comes down and basically says you aren’t leaving. This will trigger a fight with Buck, where you will need to press specific buttons that appear on your screen. When you get to the point where you mash a button, you’ll end up stabbing Buck and escape with Keith.
Rescue Keith from Buck.