Hozan asks you to accompany the caravan with the refugees as they travel from Vesper Bay to Ul'dah.
Requirements
This quest is available if you have completed the quest Yugiri's Game.
Starting the Quest
Talk to Hozan in Vesper Bay in Western Thanalan to begin the quest.
Speak with the Hyuran Coachman
Go east through the east archway of Vesper Bay and talk to the Hyuran Coachman to proceed.
Survey the Road
Go southeast to where the orange arrow is pointing in the minimap. Check on the purple glowing Destination. Kill the Wandering Eye that appears.
Speak with the Hyuran Coachman Outside Horizon
Go north to where the orange arrow is pointing in the minimap. Talk to the Hyuran Coachman. There will be a cutscene. If you watch it, feel free to answer the questions however you like.
Speak with Alphinaud at the Quicksand
Go east to enter Ul'dah, then use an aetheryte to go to the Adventurers' Guild. Go west and then south up the stairs, and go through the door to the Quicksand. Go south and talk to Alphinaud to complete the quest.
Next Main Scenario Quest
After you complete the quest, talk to Alphinaud to accept the next quest: All Due Respect.