Quest from: Lord Nasher;
Head to Lord Tavorick's estate (N3-4). Go to the main hall to see a short cut-scene. Talk to both Captain Ballard and Lord Tavorick himself. You'll find some explosives in one of the surrounding rooms (1). Suggest Ballard to use them in the barricades. Also, tell him to block all the doors. Give them orders to secure the house and go upstairs (2).
After a short scene one of the guards will alarm you that the situation downstairs has gotten pretty nasty. Tell the two guards to stay with Tavorick and go down the stairs. You'll be attack by some Mephits, Succubi and Erinyes. When you fend them off, you'll hear a scream from the upper floor - run over there to defeat some more enemies. Talk to Tavorick. Go down again and make your way to the crypt (3).
When you are finally in the last room down there, you'll get a short chat with the attack's leader, a demon named Qaggoth-yeg. You'll have to fight him. When you're done, once more talk to the Neverwinter noble - it will turn out that he gave the shard to Melia, the girl that he was talking to when you entered the mansion in the first place. You'll find her in Moonstone Mask in Merchant Quarter (N2-6). After you enter the inn, talk to Ofala and head upstairs.
Defeat all the lesser demons and find the warlock, who's already killed Melia. He'll summon two lesser demons and disappear. When you deal with them, head back to the castle to tell Nasher about everything you've seen.