HHHHHHHEEEEYYYY!! I found the trophy! When you'll talk to Nancy again you'll hear that she tells you to go and "give" the trophy to sam... All you need to do is to talk to sam. DONE
Actually if you'll notice in the first room of the caves there's a star for an elephant on the map, but in the room there's only a drawing of an elephant on the wall. Do we have to dig him out?
I made all the quests and there is a trophy, I remember I got it on a green map, I don't remember exactly. And then just give it to her. I can't defeat the guy on the last room and I need more XP to beat him, I am only level 31. :P