Much like its predecessor, Dragon's Dogma 2 doesn't hold your hand most of the time, leaving you to figure out what to do to complete quests yourself.
This is the case of The Caged Magistrate quest, one of the main story quests that can be difficult to complete if you don't explore the city of Vernworth thoroughly.
The Caged Magistrate quest is initiated by speaking with Capitan Brant in the evening or night at The Stardrop Inn, found in the Merchant Quarter of Vernworth. Brant feels that Magistrate Waldhar's knowledge of the Code of Vermund would prove to be invaluable in proving the legitimacy of the Arisen's claim, and so should be released from captivity.
The Magistrate is located inside the Vernworth Castle Gaol Tower. A guard instructed by Capitan Brant will let you in, but you must be careful once inside, avoiding guards as best you can to not end up in jail yourself. After reaching the area with actual jails, open the one directly to your right from the stairs with the keys Brant gave you, and speak with Warldhar, who will tell you that he will only leave his jail if you can direct him to a place to quench his thirst for knowledge. Such a place can be found in the Slums.
To find this place, you will need to complete another quest, The Heel of History. To initiate it, speak with Kendrick near the Gracious Hand, who will tell you that one of the children they care for, Malcolm, has gone missing. Once this is done, speak with the three children near The Gracious Hand and inside to learn that the boy likes exploring. Inform Kendrick of your findings, and accompany him into the Gracious Hand's vaults, where you will find Malcolm inside a massive archive.
Now that you know about a place where the magistrate can quench his thirst for knowledge, head back to his jail to inform him about it. After doing so, accompany him outside the Gaol Tower,
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