Go to Death's Stand and ride Dusk to the location of Tanathal's Phylactery. Obtain it and bring it back to Thassarian inside the Wailing Ziggurat.
No time for small talk, [player]. I was sent on what was to be a suicide mission to take this ziggurat. I've accomplished my duty as a soldier, now is the time to get some answers.
This lich has knowledge I seek, yet I cannot inflict pain to his physical body to obtain that knowledge.
The lich stored his soul in a phylactery, and while it remains hidden, I won't be able to pry the information from him.
Return to the camp and take my horse, Dusk, she will lead you to the phylactery. Bring it to me.