Quest: Weynon Priory

Brother Martin does accompany you if you choose to instantly travel back to the Priory, so that would be a good first place to go. When you warp in or otherwise approach, you'll learn of terrible deeds: you've arrived just in time to interrupt a Mythic Dawn attack on the Priory. These cultists seem to know an awful lot about the workings of the Empire and of the Blades. After killing the cultists, you'll be asked to head into the chapel to rescue Jauffre.

Head into the chapel to find Jauffre. After killing the cultists, he'll ask you to head back into the chapel with him to find the Amulet of Kings. Unsurprisingly, it's gone. With that information in hand, he'll ask you to take Martin to the Cloud Ruler Temple, near Bruma, an ancient and secretive Blades fortress.

Both Jauffre and Martin will head to the stables at this point and hop on horseback. If you wish to ride with them to the Cloud Ruler Temple, feel free to do so. They'll both dismount and attack anything that attempts to attack you, but neither of them will accompany you into dungeons, so you won't be able to zerg your way through any longish quests while they're along. You can also, of course, just instantly warp to the Temple, should you wish to do so.

However you do it, get Martin to Cloud Ruler Temple. Speak to him and Jauffre after the welcoming ceremony. Jauffre will welcome you into the Blades, and tell you to find Baurus in the Imperial City to see if he has any leads on the assassins. You need to retrieve the Amulet of Kings so that Martin can restore the Dragonfires if you want to have any chance of stopping the Daedric incursions into Tamriel!

You'll have a rude awakening when you reach the Priory again.

Feel free to wander around the castle and loot everything you see; nothing is considered stealing here. There's plenty of armor and weapons in the west wing, and there's an armory in the basement of the east wing. The east wing also has a bit of a library; check the Modern Heretics book for some map waypoints of Daedric shrines.

Quest: The Path of Dawn

When you're ready to track down Baurus, head to the Elven Gardens district and find Luther Broad's boarding house, near the center of the zone. Baurus is sitting at the bar, with a big smile on his face. Sit down next to him, and he'll tell you that he's being followed...and he wants you to follow the follower! Time to make a box.

Take out the Mythic Dawn agent to plan your next move.

Well, the pursuit won't last too long, as Baurus just heads to the basement. If you follow the follower, he'll eventually change into his Mythic Dawn raiment and attack. Kill him and grab the book on his body, and show it to Baurus. He'll tell you to visit the scholar Tar-Meena at the Arcane University and show the book to her.

If you do so, Tar-Meena will give you Mythic Dawn Commentaries, Volume 2, to go along with the Volume 1 that you already possess. According to her, you'll need all four volumes to track down the secret Dagon shrine of the Mythic Dawn; she'll point you to the First Edition shop in the Imperial Market District for a lead on locating them.

When you visit the First Edition, Phintias will tell you that he's holding a copy of Volume Three for a customer, who's actually late to pick it up... If you're willing to Persuade and bribe Phintias up to a high-level relationship, above 80 or so, he'll offer to sell you the book for 100 gold. Otherwise, you can wait for Gwinas to appear and find out what he knows about the Mythic Dawn. Phintias doesn't know anything about Volume Four, however.

More Oblivion Gates are opening in the wilderness at this point. Feel free to explore them if you wish.

The way to play this is to talk to Phintias, then wait for one hour for Gwinas to appear. Wait for him to buy the book and start to walk away before talking to him. You may want to try Persuading him a bit before launching into your conversation on the book. Ask him about the Mythic Dawn, then tell him he's in way over his head. If you tell him that the Mythic Dawn were the ones that assassinated the Emperor, he'll be so flustered that he'll give you the book for free and pass along a note detailing the location of a meet he had set up to purchase Volume Four, as well.

Read the three volumes in your possession, if you wish; when you want to pick up the fourth volume, head to the Elven Gardens and head back to Luther Broad's boarding house. Baurus should be outside and waiting for you; after speaking to him, he'll offer to accompany you to the sewer entrance.