This page breaks down The Last Pilgrimage quest in Pillars of Eternity 2 Deadfire - Beast of Winter. This is one of the side quests in the game, that you can get in the Harbingers' Watch (M2). You will have to find Ehrys, Brythe's sister.
Triggering the quest
The quest can only be triggered after you finish the Higher-ups quest from Harbinger Brythe in Harbinger's Watch (M2,1). After finishing the quest, talk to her, and she should ask you to find her sister, who most likely is staying in the Rimebound Temple (M5). The entrance to the temple is in the Outcrop on high (M4).
Finding Ehrys and finishing the quest
Ehrys can be found in the Rimebound Temple's Workshop (M5,10). This is the first place you visit after entering the cavern from the east. First, you have to fight a group of pilgrims - when they're dead, go to the room on the left. Then talk to Ehrys - you will learn that she wants to infuse her own soul into a construct.
In order to complete the mission, you need to help her do that - just select the right dialogue option. Ehrys will become a construct, and you will be able to return to Harbinger Brythe (M2,1). Brythe will want to go to the Rimebound Temple - if she does that, she'll die (you can follow her to find the corpse). Should you want to prevent that, you will need to select a unique dialogue option Bluff 10 - Brythe will stay. Regardless, you will get 5000 gold for completing the quest.