You have reunited with Alphinaud, who is eager to travel with you in search of a way to remove the threat of Sin Eaters.
This quest is available if you have completed the quest A Still Tide.
Starting the Quest
Talk to Alphinaud in Kholusia to begin the quest.
Speak with Alphinaud
Go outside and go west to where the orange arrow is pointing in the minimap. Talk to Alphinaud to proceed.
Search for the Source of the Scream
Go northwest to the orange circle on the map. Go to the northeast part of the orange circle, then dismount and enter the purple circle. Kill the Forgiven Cowardice that attacks, then talk to the Manic Madame to proceed. There will be a cutscene.
Survey the Scene
Go south until you can go west along the dirt path under the rock arch. Go left at the fork, and follow the path to the quest icon on the map. Check on the sparkling Destination and there will be a cutscene. This one is important, so it is recommended to watch it either now or via the Unending Journey in an inn room.
Speak with Alphinaud Again
Talk to Alphinaud to proceed.
Have a Look Around Gatetown
Go north to the orange circle on the map and talk to the Begrimed Bloke.
Go south to the next orange circle on the map and check on the sparkling Bubbling Cookpot.
Go southwest to the orange circle on the map and talk to the Preoccupied Petticoat.
Speak with Alphinaud Once More
Go north to where the orange arrow is pointing in the minimap. Talk to Alphinaud to complete the quest.
Next Main Scenario Quest
After you complete the quest, talk to Alphinaud to accept the next quest: A Fickle Existence. There will be a cutscene.