This page explains how to complete the level 87 Endwalker quest "Thou Must Live, Die, and Know".
This quest is available if you have completed the quest Caging the Messenger.
Starting the Quest
Talk to Venat in Elpis to begin the quest.
Speak with Venat
Go south to where the orange arrow is pointing in the minimap. Talk to Venat. There will be several cutscenes in sequence. Say Yes if you are ready.
Report to Krile
Teleport to Old Sharlayan and use the Aetheryte to go to the Baldesion Annex. Check on the Main Hall Entrance and say Yes to proceed. Talk to Krile to complete the quest.
Next Main Scenario Quest
After you complete the quest, you will need to be at least level 88 to proceed to the next quest. After you reach level 88, talk to Krile to accept the next quest: As the Heavens Burn. There will be a cutscene.