Roenal took Nalia. I've been to his house and got his record book
and took it to his superior. He told me I need more proof. How do I
get more proof?? I went back to Roenal's house and couldn't find him
and also went to the Keep and didn't find Nalia either. What next??

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A guy from the gards should have approched you and told you about a guy on the docks find him and it will lead you to smugler reports. Also why not check out the guys cabnites and chests in his house (it is in the gov't district). Then go to the counsil building and there is someone sourounded by people talk to her.

Thanks Blade!! I'm on my way to the docks.