The stationmaster explains that he and the Sultansworn are in fact searching for Lady Lilira, a young noblewoman who has run away from home. He asks you to search for Lilira in the area to the south, near the Sultantree.
At the Sultantree, you find the young runaway, along with a sarcastic fellow who seems to know her well. Moments later, voidsent attack, forcing you to work together to protect Lady Lilira.
No sooner have you bested the creatures than you are overcome by strange visions, the meaning of which eludes you. When you subsequently come to your senses, you are relieved to find that Lady Lilira is safe, and apparently eager to return to the city. Head back to the Ul'dah Dispatch Yard and report all that has occurred to Papashan.
Papashan explains that the young man was most likely Thancred, a scholar conducting research on aether-related subjects. The stationmaster then thanks you for protecting Lady Lilira and asks that you show that same kindness to the other people of Thanalan.
Forename, I have just this moment─ No! No, the time for concealment is past! The truth is, even before I had you deliver those pretzels, I was privy to some most unsettling news!
...Which is the real reason I sent you to meet those Sultansworn.
A young noblewoman from a very prestigious family has run away from home, and I have been ordered to see to her safe return.
The Sultansworn you met earlier are assisting with the search. Alas, it seems they have found no trace of her.
I apologize for not being frank with you from the start, but we must proceed with caution─should word of her disappearance spread, I fear others with less honorable motives may join the hunt.
And should we allow her to come to any harm, not even a hundred beheadings would be punishment enough...
I understand you fought bravely to protect Lady Lilira from voidsent fiends.
For your gallant service, you deserve all the riches in the royal vaults. Alas, a small token of my gratitude is the best I can offer.
...Hm? A sarcastic man with a strange contraption strapped to his shoulder?
I see you met Thancred. He's a scholar who spends his days investigating oddities in the aether. Rather too fond of the sound of his own voice for my liking, but perfectly harmless.
As for you, Forename─you're just the sort of adventurer we need around here.
I pray you show the same kindness to the people of Thanalan as you did to us today.