Pick the lock, and you will find yourself in yet another small room with the first briefcase at the back, under a desk. After crossing the pipes, there will be a small room with a locked door at the back. However, if he starts talking about catwalks you have gone too far. Montgomery will comment 'And here I thought I was the one with a death wish!'. You will have to walk across the pipes and Sgt. I: You will find yourself out on metal catwalks shortly after reuniting with Sgt. In fact, a lot of the early ones are tied to his dialogue.
Once you touch down in the DLC, you won't find any intel cases until you meet up with Montgomery again. Okay, this guide is going to probably contain spoilers from here on out, so be warned.