An early stage in the quest - Isobel Veloise's final Companion quest - requires the player to go to the Ancient Anchor Inn, to meet Dame Aurelia Jourvel there.
However, if you travel there by direct teleportation - if you own the Inn Room "Ancient Anchor Berth", and choose to travel "outside" rather than "inside" your lodgings, the game will place you inside the inn, but the quest does not recognise that you have gone there, and Dame Aurelia Jourvel is not present.
Fortunately there is a simple workaround: exit the inn (either to the outside, or enter your inn room which is classed as a separate space) and re-enter it, and the game will recognise you entering the inn by the door.
(PS. Direct teleportation DOES work, for instance, for Bastian Hallix's quest which sends you to The Rosy Lion in Daggerfall, where the player may similarly own an inn room and teleport-travel to "outside" it, inside the inn. So, this quest is inconsistent with the similar quest, and ought to recognise a fast-travel method of entry.)