Once you make your way to Hubris Comics, you'll find your first clue on the top floor across from the mannequin wearing the Silver Shroud costume, in the form of the Director's notes holotape on the desk.
The holotape records the antics of a method actor who got too deep into his role of Battlemage, up to the point of claiming to be able to levitate. He went on to demonstrate his abilities, boasting that he would float over to the building across the street. A ladder in the corner of the room gives access to the rooftop where you can continue your investigation.
You'll find a couple of other notes describing the actor on the roof, as well as the "Golem" he spoke of--a sculpture on the side of a building. It's quite the jump to the roof unless you've got power armor with a jet pack upgrade. If not, just hop down, continue into the alley in front of you, and head to the back of the green patio to your right.
There are two doors there, one of which needs a key, and one that leads into Shenley's Oyster Bar. Enter the bar and work your way to the top. Once you reach the roof, climb up some wooden stairs, then some wooden boxes and you'll find a duffle bag containing the key to Dave's "throne room". Head back down to that locked door, and you'll find the steel sword and iron helmet on Dave's corpse.
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