TBH, I was confused here too at first, I went for one rock formation nearby and nothing happened, but I just went to the next one and found it right away. I find it hard to believe that so many people are getting so completely lost here that they end up wandering all the way to the cave.
I went to the first rock formation as well, and nothing happened. I continued to the next and still nothing. I found myself at the cave just like the others ha ha. I even pulled up the map a few times and still didn't see any circles. Perhaps when I log back in, they will be there, at least I hope so.