This quest will appear in your journal when you check the "Strange Noises from the Cave" poster on the notice board during the "Where Misery Gathers" quest.
They say there's a Greymane in town. Look for your potential comrade.
Rewards: Medium Bag x1, Grilled Meat x5, Grilled Fruit x5

1. Find the Greymane
Head to the location marked on your map, situated by the road near Bloomwood Ranch. There, you will find a drunk man named Boris. Speak with him.

Once Boris mounts his horse, summon your own mount and follow him across the river until he gets off his horse. Do the same and continue following him on foot.

After a dozen steps or so, he will point out a cave occupied by bandits.

2. Investigate the suspicious cave
Head forward and eliminate the enemies at the cave entrance.

Once they are all cleared out, make your way to the bottom of the cave. Use your lantern to observe the ghosts and learn the "Lair of Animal Thieves" memory fragment.

The memory should play automatically; however, if it doesn't, use the Visone helmet and start the memory manually by selecting it from the list.

Watch the memory until the end to complete this objective and receive the next one.

3. Go outside the cave
Step outside the cave. A short cutscene will trigger, showing soldiers and villagers reclaiming the stolen goods gathered inside the cave.

4. Go to the guards
To complete this quest, head down the hill and speak with the two guards standing near the road.

The man was a drunkard, not a Greymane. Still, his account of the bandits' behavior supports the Marshal's suspicions. There's definitely a greater power pulling their strings.