Lost Happiness (Side Quest)
This is one of the quests from the brewer's bulletin board, first accessible while investigating the Scarab. Begin this one in Sais, at the brewery.
Talk to the marked woman to learn of a wayward delivery driver.
The search area makes it pretty clear you're going to find him in Psenemphaia Hideout, and indeed that's where he is (our guide to the location is here).
Senuvision shows him being held in the tent at the west side of camp.
As ever, the bandits of Psenemphaia love their sleepy time. The only ambulatory hostile you'll have to worry about is the sentry, and he's easily outmaneuvered.
The rest can be neutralized without waking them.
When the coast is clear, free the prisoner. You'll use 'R' rather than 'E,' for some reason.
Chat with him for the lowdown, and mission completion.