Please help, i'm absolutely desperated. This f... Lord caught Nalia, because he's in Love with her, and now I need some proofs to accuse him as a slavemaster. But where can I find them?

You should have received some info from a guard right after this episode giving you some hints on where to look. If you need a spoiler:
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Go to the south part of the docks and talk to a man named Barg.
Go to the Sea's Bounty and talk to everyone on the ground floor till you get what you need.
Go to Isaea Roenal's house in the Government district.
after all this go to the Council of Six building in the Government district.

Witch chapter is this?

Thx, Memnoch. I've missed the guard, so i didn't know what to do.

It's a side quest that happens after you've had Nalia in the group for a period of (real) time.