This quest is acquired from Tamara the Smuggler, a shopkeeper who can be found in the northeastern region of the slums of Levant. You must have completed the quest ‘Silver for the Slums’ before you can access this region.
Once you have accepted the quest you will note that the quest log doesn’t provide much information in the form of where you might find the merchant. Before you leave Levant, ensure that you have at least one travel ration in your inventory. Without this you will not be able to save the merchant.
There are a total of three locations where the merchant can be found.
At the Walled Garden, which can be found north west from the entrance of Levant. The merchant is located in the south east of the garden.
Inside a ruined fort which can be found directly west of Levant, to the south of the Stone Titan Cave.
At the entrance to a canyon which can be found south west of the Stone Titan Cave, and directly south of the Ruins of Old Levant.
When you have found the lost merchant, return to Levant and speak with Tamara to receive your final reward and complete the quest.