The Gauntlet of Shar in Baldur's Gate 3 is something that you'll come across in Act 2 which will advance both the storyline of Shadowheart herself and the main story of the game itself. You have to find the Nightsong in order to actually move the story along and allow Ketheric Thorm to be harmed in the first place. This also means that you have to face Thorm's necromancer, Balthazar, at some point, but there's an easier way to do it than you might think.
Blowing Balthazar Back
If you take the route that you're expected to take in Baldur's Gate 3, then you'll end up at the Nightsong herself. In order to rescue her, you'll need to fight Balthazar and a horde of Skeletons that he summons, which can be an issue considering the Nightsong is isolated on a rock in the middle of nowhere, and there are a lot of enemies that can potentially kick you and your allies off into the infinite abyss below.
However, if you explore the frankly massive Temple of Shar, then you'll discover a room containing Balthazar and his allies, and he'll ask you to do something for him to help him find the Nightsong. Instead of that, shoot him. This will trigger combat with him and his allies and should be a fairly easy combat encounter for you that doesn't take too long. If you kill him here, then he won't spawn down in the Nightsong's prison, and you can free her extremely easily.