Where the Shadows Hide
After handing the skulls to Monte, he finally tells you what to do next. He points you to a person named Zarek who is the leader of the thieves guild.
Head to the location on the map to find a house with a locked door. You have the key now so open it.
Inside, a woman will greet you and direct you to the trapdoor under the stairs.
When you descend, you will find yourself in the sewers. Follow the arrows painted on the ground.
When you reach their HQ, you will complete the quest and find Zarek.. or what is left of him.