How to get this quest
You get this quest from Roland in the Knights Keep.
Finding a caravan
Speak to Pasciel's headmaster. Finding a caravan to join will be your next objective. There are four persons who can organize one for you:
Once you promise to join a caravan, the quest automatically continues the next day.
Fightning the rogue mage
In the worst case scenario, Aura will automatically remove her collar. This makes it virtually impossible to lose the fight. If you want to avoid corruption, starting with Brittle II will make the fight very easy without much more setup. If you don't know Brittle II, you'll need some tools to damage the golem efficiently. Stacking a very high ATK (for example with nasty oil coating+, Coating Proficiency, and Heat Up I) and using Pierce II backed by tactical advantage is an option to do so.
Final choice
After defeating the mage, a choice between three options will determine your reward.