Yea that's the place I found. As for the directions these parts were a little confusing,"There is a place, small room in the pyramid above the centre of it." and "the place is right above black twocubic altar."
Those as I said made me look all around that alter over and over. The place is not really in the center or above the alter.
Maybe you can put in a puzzler question/direction something like, The chests are located inside the pyramid but outside the pyramid in the dream state all at the same time.
Ahh those are crappy directions but all I could come up with on short notice.
KHM, PLACE IS INDEED ABOVE THE CENTRE OF THE PYRAMIDE IF YOU LOOKING GEOMETRICALY, BUT IS ALSO OUTSIDE OF THE PYRAMIDE. YOU MUST CROSS THE BORDER OF YOUR BELIEVES AND CLIMB TO THE SKY.
IS THIS BETTER DIRECTION? EVERYTHING IS TRUE AND THERE IS STILL PUZZLE TO RESOLVE.
Well as to it being a good place to hide chests that will maybe have to be left till after the game officially launches as it almost seems like a bug in the native game code that allows things like that and they might fix it.
NO IT IS MY MYSTAKE, AND NOT NATIVE ONE, AND ESPECIALY NOT IN THE CODE.
Can you even put chests there as it seems to be outside of your model? I know nothing on how it would be done but could be a good place if you can.
IT IS EASY, YOU CAN PUT THINGS EVERYWHERE EVEN ON THE AIR. AND PLACE IN NOT OUTSIDE OF MODEL
Maybe since the princess is essentially dream like it could be a quest from her in sort of a "dream" to go and find the lost chests of her ancestors or something along those lines before the dark knights might find them and use the objects enclosed to conquer the world. Maybe one of the objects in the chests can be the glass sword as that is an uber weapon that can take down a Darkness troop with one hit.

SOMETHING LIKE THAT I ALREADY PLANNING. MAYBE SISTERS WHEN ACCEPT YOU TO THE ORDER CAN GIVE YOU SUCH QUEST. I CAN PUT THERE LIGHTING STAFF:

SOMEHOW I DON'T LIKE IT'S HILT ANY MORE. I WILL CHANGE IT AND MAYBE I CAN PUT FLAMES ON THE SWORD.
Maybe even put a few dark knights inside the pyramid just for that quest that are searching for the lost chests as well and you have to defeat them before you can go search for the chests.
SUCH THINGS WORKS GOOD IN 8.0.8. FOR CASTLES, BUT MAYBE I CAN SET IT AGAIN, (FOR ALL GUARDIANS PLACES)
Not sure if any of this is at all possible or even if you'd want to undertake the tasks of doing any of them, just some ideas that rolled into my head and your free to use any of them that you may want.