Speaking to Orlukh gro-Othmog about our ancient will see him speak of Varos, the progenitor of the clan who dwells within Romayon, an old Dunmer stronghold connected to Anbarsud via tunnels. Apparently, Varos has taken an interest in the outside world, and so Orlukh has arranged for scouts to keep him informed. Lately, a cattle has made its escape and seized the latest batch of notes. Orlukh will give you the Romayon Key and order you to retrieve the notes and bring them to Varos.
Enter Romayon, and proceed through the door at the top of the stronghold into Ald Virak, Tower. This is the lower part of a collapsed Velothi tower - expect undead to try and bar your way. Proceed north towards the northern entrance into Romayon, Vaults (you can go through the southern entrance but expect heavy resistance). It is here that you will find the deceased corpse of the cattle, his note, and crucially, the Notes on the Hlaalu upon his body. It's this latter note that you need to bring to Varos, who is based in Romayon, Library. The ancient will be pleased at their retrieval, and give you the Romayon Propylon Index to take to Orlukh. Do so to complete the quest.
