Need help with Find the Ancient Pyramid

I am at the end of Act 2. I have the quest Shadow of the Vaal - find the Ancient Pyramid. I scoured the Dread Thicket and the Northern Forest and the Vaal Ruins but I see no clues to the quest. Can anyone give me a pointer? A hint.

Thanks....

There's an exit from the West of the Northern Forest. Just follow the coast as far as you can.

N.B. when in doubt, press U to access the map/quest screen and you can see where you need to go for your current active quest.