Each room within the Coiled Captors has 2 hidden Soul chests, however, there are multiple locations at which they can spawn. Finding these Soul Chests can be an additional objective within the Coiled Captors. You want to find these Soul Chests as they contain bonus souls which you can use to spin Vesper’s fortune wheel in Dreamveil Overlook and obtain new gear.
When the Soul Chest side objective pops up, you will need to find them both and you will be rewarded with a loot die at the end of the room.