SPOILERS
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Just to confirm AzureWolf's information which is correct, you don't need Nalia in your party. When she approaches you in the Copper Coronet, just tell her you'll help but you would rather meet her there. She will be in the palisade when you arrive - make sure you talk to her again but don't accept her into your party. When you have cleared the keep you will need to find her and talk to her again to get the exp points. If the main Character is a fighter she will still offer you the keep, and will wait for you in the main hall if you ever want to pick her up in the future.
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Time is an illusion. Lunchtime doubly so.
Epona of The Laughing Hyenas