I've recently started an all evil party and have taken Kagain for the first time ever.

However, I have absolutely no idea where this caravan he keeps mumbling about actually is. Can somebody tell me on exactly which map the caravan is on (not interested where on the map, just which one).

I believe the one just south of Friendly Arm, that or the one just north of Beregost. Those are the only two caravan's I know about. But IIRC when you come across the caravan he says something to the effect that you can stop searching now. Not certain myself, I never played evil. I'm just not good at that angle

Firestorm is correct; just drag Kagain to the Crossroads map (between Friendly Arm & Beregost) and he'll become just as frustrated with trying to find the caravan as you are, and shut up about it.

So, theoretically, he could hire you.

You take ten seconds to wonder to the map, and the 'quest' is over?

Hmm. Smacks of retardedness to me :D

And yes, I've done it and thank you :D