The missing painting int he middle. The quest says it's in the cathedral but that's a load of horseshit and there arent any clues in the cathedral to give you an idea of where it's at. Go to the sewers on one of the cliffs by the city - there's a hidden wall tot he right of some deathfog boxes stacked in the middle of the room. The painting is with the kids.
Took me 6 hours of searching and checking back for clues about where the fuck the study painting is.
Then it took another 2 hours to find out that the next wall has a tiny book on the right hand side shelf second row from the bottom that opens the second door.
Worst structure for any quest (even fetch quests) I've ever had the misfortune of figuring out on day 0. But the rest of it is all dandy.