There's no quest location on the map and I've searched the city to no avail. I've tried looking near the circle of Danatar's place in the courtyard while sneaking. I've tried reloading an older save and triggering the quest again. I don't know if this is a puzzle and I'm missing the point or if there's an issue. I would guess its supposed to be up one of the flights of stairs in the courtyard you haven't been up before but they're not accessible still.