You unlock the secret Lost Settlement level in Frozen Fjord, you may need to restart the map several times for the secret to appear due to the random generation.
First, progress through the map as normal until you have to hit 3 switches. One of the gates that lowers will have a door, head through.
This cave area is where you (might) find the secret you need. Explore all the dead ends for this room with another door (here's what the map looks for that room as well). If you don't find this room, quit the level and try again.
In this area you're in a big square chunk of land, look for a side path that leads to a locked gate. Nearby is a mechanism you can interact with you open that gate.
Go through the now open gate and you'll have to fight an ambush of enemies. After that's done, keep going until you head through another door. A little further ahead you need to stand on the plate as shown in the picture, it will lower to reveal a button. Press the button to open the gate and head through.
Use the bounce pads to cross the area to find a button. Hit it and a door will open on the side of the pirate ship nearby. Head through the door and grab the scroll to unlock the secret level. You can quit Frozen Fjords now if you want.
Finally, head to the map and select Lost Settlement. You can pick any difficulty and it's a straightforward map, at the end you'll get this achievement.