Shrines of Depths contains useful items, but they are hidden throughout the map. You can find 10 Shrines of Depths in Liyue. Each temple contains a luxurious treasure chest containing useful items that can be used during the journey.
Here is a Genshin Impact map showing all regions where Shrine of Depths can be found in Liyue:
The Shrine of Depths has bright yellow carriers to prevent you from obtaining the treasures. You must collect the Shrine Keys to pass the obstacles and open it to get rewards. Each shrine can be opened with only a key, and each region has its own Shrine Keys.