If the dungeon is in Skyrim, the quest marker will point towards the Skyrim map marker in Solstheim.The location of the staff will be a bandit camp, dragon lair, dragon priest lair, draugr crypt, Falmer hive, Forsworn camp, hagraven nest, vampire lair, or warlock lair only locations which have a boss container will be chosen.At lower levels, it is one of the only side quests you will get from Neloth. He will reward you with a random generic staff from his own collection.
Retrieve the staff from the specified dungeon and return it to Neloth. Skyrim is far more likely, as there are considerably more potential locations there. The location is radiant, and can include dungeons both on Solstheim and in Skyrim. He will explain his fascination with the staffs of Azra Nightwielder, the original Shadowmage, and will reveal that he has located one such staff in a random dungeon. Neloth is interested in acquiring a staff
