Buy a wind rider to the Crossroads from the wind rider master Doras, then bring Gryshka's Letter to Zargh at the Crossroads.
My wind riders are trained to fly to many different places, as long as you have already been to that place and spoken with the wind rider master there.
You have been to the Crossroads and spoken to their wind rider master Devrak, so now you can fly directly to him from here. Once you're at the Crossroads, you can deliver Gryshka's letter to Zargh.
Speak with me when you are ready to go.