The next page of our guide to Greedfall contains a detailed description of the Disappearance among the Nauts side quest.
Where to start the quest?: During the conversation with Vasco in the Great Departure quest.
Talk to Laura about the disappearing Naut recruits. You will be directed to a tavern - talk to the innkeeper and the suspicious customer. You will be directed to the kidnappers - chat with Lady Fontaine, and you will learn the truth about the kidnapped Naut. Go to Captain Vasco and inform him about the woman you just questioned. Then talk to Mr. De Courcillon about the whole case and you'll get new evidence.
Go back to Fontaine's estate and get a note off the ground floor. Run to the designated warehouse and go down the stairs. You can try to use charisma, or use everything Sir De Courcillon told you. If you do this without bloodshed, you will gain +2 reputation points for the Congregation of Merchant.
Jonas can be found in the cell. Release the man and return to Captain Vasco. You will complete the quest and receive 1000 XP.