I don't remember that being part of the quest. You and Serana may willingly walk into the Soul Cairn as vampires.
If you did chose to let Serana trap part of your soul in a soul gem, then that was part of "Chasing Echoes." Serana has the gem, although I believe that you cannot obtain it. The effect should wear off after leaving; there is no reason to look for the soul gem.
You get you soul essence gem from one of the buildings to the right of the keep's entrance (as in, you leave the keep and go right). It's a fairly small building with a somewhat confusing layout and you have to find one of those teleporter thingys... I think. Then you get to the chest below an Ideal Master and grab the gem from it.
Uh, no. Serana does not have it, she gives it to the Ideal Masters and after you do what Valerica wants, she gives you an objective to go find it in a little dark af temple thing, sitting under one of those big flosty purple crystals.
The big floaty purple SOUL GEMS are in fact the Ideal Masters. You cannot get your soul back until valerica wills it. If you go to the structure before she gives you the objective your soul essence gem will be replaced by a filled black soul gem (Grand) or a empty one.
Talk to Valercia about getting you're soul. Then you'll have the quest in the miscellaneous section. Make sure the quest is on then follow the arrow like marker to a weird maze like building where one of the giant gem things are. Then you should be able to find it :3