Talk to Garnet to learn of the situation. You need to track down Damial to ask what he’s done with Claressa.
Head south from the Resurrection Monument to the track running east-west and turn left (East). Follow this track as it turns north and continue north until you reach a group consisting of Guards and three hostile Guards standing outside a cave entrance.
Kill the three hostile Guards and then talk to Damial. He says that Claressa was sold to Antolian, the slave trader. Antolian's base is inside the cave whose entrance you are next to, so head inside. Your only opposition are a few Rats and some Giant Bats, so you might want to defend against poison.