Go to the port and talk to Captain Vasco. Ask him about the heretics. He'll tell you about a smuggler who's being held in Naut prison.
To get the disguise that will make you one of the Nauts, go to the storeroom.
In the box there you will find Sailor's Coat. Equip yourself with this and you will be able to move freely around, Harbour Master's Office, Naut Prison and warehouses.
One way to find out where the heretics are is to go to the Naut prison and interrogate the smuggler imprisoned there.
The main entrance to the prison is guarded by two guards who do not want to let you in (They'll let you in if you disguised yourself as a Naut).
Jump over the fence at the back of the prison, unlock the back door and go inside.
The smuggler is locked in a cell. Talk to him and offer him freedom in exchange for the information you need.
If you want to fulfill your promise to the smuggler, you have to open the door to the cell he is in. If you have the right talent (Lockpicking 1) you can do it right away. Otherwise you will need to find the key to the cell. You can find it in the Harbour Master's Office.
Another way to find out where the heretics are is to go to the Storeroom and read the Smuggler's Journal.
Once you find out where the heretics are - it's one of the warehouses, go there and meet with them. You can use the main entrance to the warehouse which is guarded by two guards (Check the Coin Guard merchandise quest to find out how to get rid of them).
It is also possible to bypass the security by using two ladders and then entering the warehouse through the back door.
The heretics, which will turn out to be two historians, you will find on the upper floor of the warehouse.
Ask them everything. When you do this, you will have to make a decision about their future.
Depending on what your decision about historians was:
If the heretics have escaped, you will receive two more dialog options:
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