This quest starts on wallach. There are some high-level mobs that sometimes attack you along the way. I would suggest being level 40+ to do this quest unless you have a reliable way to hide from mobs.
From the wallach AP, head 5s, then “engage to forest town”. Alequra is w,w,n of the orni base. Hang out in his room a while to listen to what he says. Then head back to the orni base, then all the way east, then all the way north. Explore the castle and find the fur. (Lady Zimaona is in this castle too for a different quest.) Take the fur back to Alequra but do not give it to him. Instead, say something like “I have the fur” for your reward.