Hey, It shouldn't matter if you open the chest before you pick up the quest, it should still give you progress once you do pick it up. The Europa Helm quest requires two chests in Well of Infinitude and one in Nexus, did you already collect the other two you were missing? If so, could you post a video or a screenshot showing the location of the three chests, you can upload them to a public sharing site like imgur or youtube and just post the links here.