Online:Invitation to Orsinium

Quick Walkthrough
#Speak to Stuga or travel to Wrothgar directly or accept the quest via the Collections tab.
#Talk to Ambassador Lazgara and travel to Wrothgar.
#Speak with the caravan members near Merchant's Gate.
#Rescue the Orc peasants.
#Find the stolen supplies.
#Speak to Chief Bazrag.
#Visit The Greedy Gut in Orsinium and inquire about the traitor.
#Find the traitor and confront them.
#Report to the city keep.

Detailed Walkthrough

You can start the quest in one of several ways:
Speaking to Stuga at the alliance capital city and she will give you a personalized  invitation 
Going directly to the Merchant's Gate in Wrothgar and examine the dead messenger, who will happen to have a letter addressed to you.

Rendezvous with the caravan:

Go to the burning caravan near the messenger. Talk to Eveli Sharp-Arrow. Winterborn attacked the caravan and stole the supplies, the caravan peasants went after them. Eveli will send you off to help Chief Bazrag, who has gone after the marauders.

Rescue the Orc peasants:

Fight the Winterborn who are surrounding the peasants. Go up to the cave to rescue the rest, but you'll discover that they've all been frozen. Ulsha, one of Bazrag's warriors, will be waiting there. She says this was done by the Winteborn leader Ice-Heart. He's long gone by now but the clans need the supplies from the caravan. 

Discover the location of the stolen supplies:

Search three boxes for the stolen supplies. Read the note to IceHeart from "Vulture," then take the note to Chief Bazrag. You'll come upon him just as he sends Ulsha to escort the surviving peasants to Orsinium. 

Speak to chief Bazrag:

Talk to Bazrag, who will grudgingly thank you for saving the peasants. He thinks you're a nosy outsider (yes, even if you're an Orc!) But he needs to stay and protect the gate, so he'll ask you to go to Orsinium and track down the stolen supplies. He suggests you to start at the inn, and keep an eye out for either Khajiit or someone with a lot of gold to spend. (If you talk to Eveli after this, she'll tell you she felt guilty about sending you after the Winterborn and was waiting around to make sure you were all right.)

Visit the inn in Orsinium:

Go to Orsinium, find the The Greedy Gut inn and talk to Shulthog on the ground floor, who will happily tell you that he was recently paid. He's shocked to hear the gold might be illegal and offers to tell you how to find Gulug if you'll agree to "forget" the conversation (in other words, let him keep the gold). Gulug has been working with Khajiiti traders, and you can find him on the south side of the Merchant District or follow the smell of his rather awful perfume.

Find the traitor and confront them:

When you exit the inn you'll see a trail of green smoke. Follow it to a building just west of Haggler's Bluff, where you'll come across three Kajiit talking about Gulug: Dazshi, Karina and  Arusha.

Karina will tell you that Gulug headed east to the Residential District. Follow the green mist back the way you came, it'll vanish when you reach Ufgel's Bathhouse and Laundry. Enter the bath house and you'll overhear Gulug boasting about his fortune to Ufgel.

Go downstairs and confront Gulug in the bath. He'll first deny everything and then tell you that the money let him sell the tonics cheaply so the poor can afford medicine. Eventually he'll tells you the supplies are at Frostbreak Fortress.   You can threaten to report him to the guard, or promise to keep quiet since he's helping the poor. Either way, you can change your mind afterwards when you talk to the high priestess.

Report back to the keep:

Go to the front steps of the keep and talk to High Priestess Solgra who will welcome you to Orsinium. Tell her what happened on your way here and that you know where the supplies are.    You can choose whether to implicate Gulug or not mention him. (If you don't report Gulug he shows up later in The King's Gambit.

Either way, Solgra will reward you and tell you to talk to the Forge-Mother Alga, who will arrive up the steps as soon as you complete the quest.

Notes
  

Quest Stages