This page of our AC Valhalla Dawn of Ragnarok guide contains a solution for Seeking Shelter story quest. This mission involves finding all Shelters available in this world. Completing this mission is rewarded with an achievement (Aesir Spelunker).
Follow the clues in Gullnamar
The previous quest (Gift to the God) smoothly transitions to a new one (Seeking Shelter). Seeking Shelter involves finding 3 shelters found across the world. The first one is in Gullnamar. Its location will be marked on your map (screenshot above).
The special signs left by the dwarves will guide you to your destination. You can study those or simply run forward to the safe zone. The arrows are yellow, usually placed on either wooden objects or rocks.
This shelter is located underground. You have to jump into the cave first and then run straight ahead (following the trail of yellow arrows - there is only one possible way forward).
Once you reach the interior, a new story quest will be activated (Crystal Cave) - walkthrough for it can be found on a separate page of the guide.
Follow the clues in Svaladal
Another shelter is in Svaladal. It will be marked on your map with the conclusion of Gift to the Gods story quest. As in previous cases, you must look for the yellow arrows leading to the shelter area.
This shelter is also located in a cave, but this one is easily accessible. Simply jump into the chasm and you'll land in the safe zone. The water is there to mitigate your fall.
Once inside, you will unlock a new main mission - World's End - you can view the walkthrough on a dedicated page of the guide.
Follow the clues in Vangrinn
The last shelter is located in Vangrinn. Getting to it should not be a problem at all. You can reach it easily. The best approach would be using the Power of the Raven and landing on the rock shelf. as the shelter is hidden in a cave inside the mountain.
If you've chosen to climb, you must reach the ledge shown in the screenshot above. Once you're inside, Seeking Shelter story quest will be completed. There are no further story quests at this point.