When you talk to Nick at the High Roller's Lounge, you will eventually get his cigarette case.
You can't pry it open with tools. Maybe some other place that uses their security devices to improperly open other things. Talk around.
At the blimb station. Near Carla.
Maybe you can use the detonation chamber to open the cigarette case.
Well, not you, naturally.
Give the cigarette case to Carla. She will open the case for you. ?
You will find a key, that you need later.
Say that you found the case under her desk.
You need the key when you are dealing with the Sea Bees.