So, I was adventuring near the ruins of Shael, in Malabal Tor (for an Undaunted solo delve quest from Bolgrul).
And I see a black quest arrow... which points to a letter, lying on the ground... reading that letter appears to come from Lyranth the Dremora and tells me to enter a nearby delve. Which happens to be Shael. It starts a new quest, "A Mortal's Touch", which I presume to be a prologue quest for the next update. BUT, the quest is not available in the Crown Store - I believe it is reported as having been there once, but is now gone.
I also see a "Cart to Grahtwood" right there outside the entrance, which is a little incongruous since the area is only just north of the *road* from the Grahtwood border.
Well I went into Shael, discovered Lyranth in a hidden chamber, dispelled some wards behind her, went through the secret passage into a hidden annexe... BUT, the door behind me did not point back to Shael: it pointed back to Erokii, in Rivenspire.
Now, I then read up on the UESP spoiler site, and *it* suggests that the delve you first find Lyranth in is the Shrine of the Black Maw, in Shadowfen.
From this I deduce the following:
(1) The starting location is, in fact, faction-specific.
(2) It should be Erokii for Covenant characters, Shael for Dominion characters, Shrine of the Black Maw for Pact characters.
(3) UESP suggests that the quest starter can be found either at your own faction's Undaunted enclave, or in the Crown store.
And the following bugs:
(1) By having also placed the letters outside the relevant delves (or outside Shael at least - I don't know whether similar letters are outside Erokii or Black Maw), it's possible to accidentally start the quest in the "wrong" faction.
(2) BUT, if you do so, then when you go into the annexe, if you decide to go back, you will be sent into a delve which isn't the one you actually entered it from. Which is annoying if you were in that delve for another quest (e.g. its own internal quest, or a Bolgrul Undaunted daily delve). I hadn't finished the Bolgrul quest so I had to go back to Shael the hard way and re-enter it from the start, since the road behind me from the Annexe now pointed to Erokii, which I assume is because my main is a Covenant character.
(3) If you're going to have a faction-dependent start, then do it properly and make it impossible for wrong-faction characters to start it by walking near the wrong delve. This needs fixing, and is no doubt one of the (probably several) reasons why this quest is currently not in the Crown Store.