To begin the quest you need to make your way to Bull's Shield and interact with Khalia to free her. Be ready for a fight since she's surrounded by Inquisitor Soldiers.
Once freed, speak to her.
After a short cutscene you'll need to follow the suspicious villager, be sure to stay close and out of her sight else she'll just pace back and forth rather than continuing down her route.
Once she reaches the end of her path, a short cutscene will play with her entering a building. Make your way inside and then keep following the path until reaching a large open room.
When you reach this room you'll find Tefahra on your right, speak to her.
Notes - This does not lock you in for the Inquisitors of Bast faction, even after this quest you can still choose to join the Anubites instead. While you do have the option to refuse her, this does not end the quest and Tefahra will stick around for you to change your mind.
You can pick either option in the first dialog, in the second pick unless what -> you don't know me -> the good of Sabu? -> either option -> yes.
As an extra while here, you can climb the pile of rocks found next to her to start Zealot of the Dark Queen, just follow the path forward until you reach some Inquisition Soldiers then turn left.
Make your way back out the dungeon (either following the same path back, or if you did Zealot of the Dark Queen then head back to the room where you turned left and instead turn right for another exit).
Make your way to the orgy's location (Orgy Priestess).
The quickest ways there are either taking a boat which you can find to the east, fast travel to Pleasure Island then swim or fast travel to Tal-Senet then take a boat from there.
Once you've arrived you have a couple of options:
Or speak to the Orgy Priestess -> This orgy is over -> I won't ask again then
Note - As of writing, the sex scene available via accepting her challenge is only available here, so I would recommend picking that option if it interests you. Outside of that, the choice you make here is purely flavour and only affects a line of dialog for this quest and the next in the Inquisition questline.
Make your way back to the house where you previously spoke to Tefahra.
There's a couple of interactables around, the one you need to continue is the note which you can find behind where she was previously stood.
Make your way to the Rampant Lioness, here you'll find Tefahra stood by the counter.
Speak to Tefahra -> Play along -> I'll have two Blood-Reed Tonics. After this she'll move to the back of the taberna, make your way to her and speak to her again. Quest complete!
Khalia (Quest Start)
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House Location (Kinda sus & Heading home)
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Orgy Location (For the Inquisition)
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Tefahra new Location
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Free Khalia
Speak to Khalia
Follow the suspicious villager
Follow the stranger inside
Investigate the depths of the house
Speak with the suspicious villager
Find the Anubite orgy
Deal with the Anubite orgy
Return to Tefahra in Maz-Arjeni
Search for clues to Tefahra's whereabouts
Speak to Tefahra at the Rampant Lioness