Information based on version ... Current game version is 18.104.22.168
Question the bishop.
Look for a musket on the beach (to the right of the dock). Then there are 2 other clickies in the burning warehouse on the left. Wait for a minute and a NPC will run to you. Hail him and protect him from the group of 3 that will attack you. Afterwards, hail him again and it will progress the quest.