The Aftermath (Main Quest)
This one begins right after the disappointments of The Battle of the Nile. Speak with Aya, then follow her back to Alexander's Tomb.
You won't encounter any guards until you reach Alexander's sarcophagus, where you arrive just in time to see Apollodorus fall.
Kill the guards (they're nothing, and having Aya with you helps), and speak with Apollodorus to learn the identity of The Lion, and that a great doom is coming to Siwa.
This ends the quest, and leads directly to The Final Weighing