I was told that I could find someone at the docks who would send me in the right direction so I can rescue Nalia. I have no idea where that person is. Please help.

go to the copper coronet and she will come to you...if you dont take her into your group then you just go to the de'arnes castle and she will be there

You need to talk to Barg at the Docks. I believe he's hanging around a set of stairs slightly north of the steps down to the boats in the lower-middle of the map (sorry, don't remember correctly). Once you speak to him he'll let you in on a little secret about Isean (can't remember his name exactly). From there you'll be sent to the Sea Bounty to have a little "conversation" with another unsavory individual. After that you should ransack Isean's house (if you haven't already). Then you should have enough evidence to go to the Feds.