At the end of the previous episode, as the gang was falling to their death, Bentley desperately ripped the Australian fossil necklace from Murray's neck and threw it into the time machine's receptacle, saving them. After arriving in Gungathal Valley in the year 10,000 BC, Carmelita leaves the gang. As Sly tries to follow her, she shoots the ground near his feet, warning him. He doesn't try to follow her again.
The gang does some investigation and discovers that a black bear named The Grizz has been turning the time-period upside down; making fake cave paintings, stealing pterodactyl eggs, and capturing Bob Cooper (Whom they discovered is Sly's first known ancestor), giving his cane to Cyrille Le Paradox.
The Murray Games
When the Grizz was hired by Le Paradox to time travel to Gungathal Valley in 10,000 BC to steal Bob Cooper's cane, he built himself a fortress in the valley, to serve as his main base of operations. Here, he plotted to create cave paintings in the past, only to dig them up in the present day to become famous again.
- Lair of the Bear
Lair of the Bear was a part of the fortress that served as the Grizz's home and where Bob Cooper was imprisoned. Sly explores this area in "Unexpected Ties" through a crack in the wall of Grizz's lair. Here, Sly obtains the Sabertooth Costume and rescues Bob from the Grizz. This area has a large, snowy wilderness, tar pits, and a lake of lava. In the middle of the lake, there is a small piece of land surrounded by five pedestals. Bob Cooper was restrained there by a net supported by the pedestals. There are also several structures made out of wood surrounding this area, including bridges. Just above the lava lake, Grizz has his own bedroom in the side of an icy mountain. It can accessed by a gate that bears the image of Grizz himself. Grizz's bedroom has an icy floor with rocks and snow. It contains easel's made out of wood and bones, paintings of Grizz, paintbrushes, a fire, animal skins, and a purple bed with yellow stripes and circles. There is also a pathway that leads to a cage, made out of wood and bones, standing over a pit of tar. Inside of the cage are two dodo guards, who were fighting each other for some reason.
- Frostbite Peak
Frostbite Peak was located high in a snowy mountain overlooking the valley. Bob visited this area in "Going Up" to find the Cooper Gang's missing temporal sprocket. It was home to a prehistoric species called "Ice Beetles", that were similar in nature to the scorpions of the Arabian city, and a group of pterodactyls that Grizz captured. A series of pipes were wrapped around the mountain. These pipes helped transport all of the stolen pterodactyl eggs to the lower areas of Grizz's fortress. Grizz also added wooden spike traps on the side of the mountain as a form of security and wooden cages. There also five pterodactyl nests located on the side of the mountain with two dodo guards patrolling. The player could also see pterodactyl eggs being moved down a conveyor belt. When Bob obtained the temporal sprocket in one of these nests, a mother pterodactyl took it and carried Bob to another side of the mountain, forcing him to ascend higher. On that side of the mountain were a group of baby pterodactyls sleeping in nests. If Bob were to wake up these babies, they would cry, which would alert their mother, who would then attack Bob. Pipes, cages, and wooden spikes covered this side of the mountain as well, but there were also vents on the ice that regularly expelled freezing air. At the very top of the mountain, there was a statue of Grizz which the mother pterodactyl made a nest on.
- Cold Storage Caverns
The Cold Storage Caverns was where the Grizz would plant the paintings for his prehistoric art scam and the next place the stolen pterodactyl eggs would go. Bentley visited this area in "Ice Ice Bentley," so he could tag the Grizz with a homing dart, and follow him back to lair. The area is made up of a system of icy caves and long tunnels. In these tunnels, eggs would roll down them until they reached the Purple Paw Paint Factory (a.k.a. Grizz's mountain base). In order to reach these tunnels, Bentley would have to use his bombs to reach a pedestal and jump into the tunnels. When Bentley travels through these egg tunnels, he can avoid taking damage from the rolling eggs or ice geysers by taking cover in the gaps of the ice. The caves are large in size and covered in icy stalactites. Most of them are home to Ice Beetles, contain mushrooms, and are lit by torches. Some of the cave walls had been painted by Grizz himself. One of the caves has a large mural and sculpture of Grizz; it is called the "Sculpture Room". In the center of the room, there is a wooden platform and underneath, the player can see pterodactyl eggs rolling in a tunnel. In order to open the room's door, Bentley must shoot three spots on the painting that match with the sculpture. The third cave Bentley enters is filled with paintings, pedestals, and tar pits. Five Mammoth guards patrol this cave and three of them hold gem keys that unlock a nearby door called the "Gallery Door". Bentley must use thermovision to see which guards hold them. The fourth and final cave, there is a giant machine that buries his fake prehistoric paintings. The machine shoots out excess ice on nearby pedestals and the ledge Bentley observes Grizz from. This requires the player to move out the way so they can tag Grizz with a homing dart.
- Purple Paw Paint Factory
The Purple Paw Paint Factory was where the Grizz would convert the stolen pterodactyl eggs into paint for his prehistoric art scam. The Cooper Gang, Bob, and Carmelita Fox visit this area in "Operation: Jurassic Thievery" to defeat Grizz and shut down his prehistoric art scam. In order to gain access to this area, Sly must enter a code on a control panel to open the gate behind Grizz's ice statue. Once they got past the gate, the gang infiltrated the factory by riding egg lifts on a conveyor belt that lead into the mouth of a larger statue of Grizz. The interior of the factory was built on rock columns that overlook a lake of lava. It contained wind-powered egg vats that mix the eggs contents to make paint, a main generator tower that regulates the factory's power, and a master control panel that could reset the system if the power was disrupted. Bentley split up from the group to destroy the egg vats. In order for Bentley to ascend to the first egg vat, he had to open piston valve covers to lift him higher, cross the lava lake by jumping on a pair of rotating blades, and ride an egg lift. In order to activate a maintenance bridge to proceed any further, Bentley had destroyed the first egg vat. To reach the next egg vat, Bentley had to hack a nearby terminal to activate giant hammers that could be used as platforms.
Next, Bob climbed the generator tower to pry its three pressure valves loose (this would disrupt the factory's power). The tower was protected by spike traps and exhaust vents that shot out flames. Some of the walls had overgrown fungus protruding, which would require Bob to smash it in order to continue climbing. After he pried the last valve, Murray, Bentley, and Carmelita came in their egg lift to pick Bob up from the side of the tower. Bob had to jump in order to reach the lift, but failed the jump. Just as he was about to fall, Murray saved Bob by pulling him into the lift, but ended up losing his balance and falling into a separate lift. This forced Sly to cover Murray's role of getting to the master control panel and making sure none of Grizz's guards reset the system. In order to reach the control panel, Sly had use his Sabertooth Costume, paraglide with through geysers, and use the egg transporters to safely travel across the gaps between the platforms. With the guards taken care of, Sly, Bentley, Bob, and Carmelita continue forward through a door next to the control panel.
Meanwhile, Murray's egg lift takes him to an icy cave with stalactites. Here, Murray finds Grizz and challenges him to a fight. The rest of the group find the two facing of and can only watch fight behind a wall of ice. After he depleted enough of his health, Murray grabbed the Grizz, twirled him around and tossed him into the ice wall the other members were standing behind. The group took Grizz's crown in order to travel to Medieval England.
- In the real world, non-avian dinosaurs and pterosaurs were already extinct in 10,000 BC.
- During this ice age, the English language didn't exist yet, but the flashlight guards still speak English. However, it is possible that they were taught English by The Grizz.
- Mammoths, sabertooths and dodos aren't natives to Australia.
- This is the second time the Cooper Gang traveled to Australia, the first time being in the "Rumble Down Under" episode of Sly 3: Honor Among Thieves.
- In the Gungathal Valley hub world, a perceptive player can see that the pipe Bob used to get to Frostbite Peak, shoots out pterodactyl eggs into another pipe that is near the entrance to the Cold Storage Caverns.