Seems there has been a misunderstanding between Ruggeri and the priest - those relics are indeed aboard a french ship, just not the one he originally sent you after. There might still be time to catch up with the convoy.
- Defeat the relic transport in Boarding Combat
- Find the relic transport within the Convoy
This is a sea battle against three identical opponents, all level 27. One of them holds the relics you're looking for, but since you don't know which one at first, you'll have to board one of them. If that wasn't the correct one, it will be marked for you then. Board this one as well to finish the mission. You will have two NPC allies to help you.
After talking to the priest once more, you claim your reward from Ruggeri in the tavern.
The title of the mission is a play of words on the word reliquary, which is the term for a container that is used to hold relics (such as a shrine, or a special coffer).