Walkthrough tips, Discussion of Campaigns [Heroes 5]

Man, I've already reached what seems like the fourth campaign, "Warlock," and in it, the fifth quest, "Rail's Offer." They say to find the path leading from the demon lands. I've beaten all the heroes with demons (the blue player) and searched the entire map, including the dungeon, but I still can't progress.

What's the trick to completing this campaign? Maybe I need to do something else or kill someone?:D