The Shrouded Vale
The Shrouded Vale is a small outdoor zone which leads to the actual entrance of the quest The Faithful Departed. It is accessible by speaking with Odonis Arkim near the caravan behind the Chapterhouse in House Phiarlan.
There are Drow fighters and spellcasters in this area. A minor objective here involves killing a certain number of Drow for a small amount of XP. Be advised that their use of Blindness is fairly prevalent here, so blindness immunity equipment and blindness removal potions are highly advised.
Way to the Quest
If you take the "obvious" path, to the right, you'll end up at a dead-end - a fairly impressive one, and good to see once (and necessary to get the optional), but a small amount of fighting to get there.
Instead, follow the path downhill until the area opens up. Keep going straight ahead, drop down to the water and head to the left. As you leave the water, look straight up - that's the bridge you'll be crossing. Continue up the hill, and when you turn a corner and can see a waterfall, there is a smaller trail doubling back on the wall along to the left (there is a tree close by). If you continue to the small passage, then over the bridge you will see the entrance. In short, keep going left as far as possible.
The map below shows the path through the Shrouded Vale to reach the quest entrance of The Faithful Departed. You may want to consider just to run past the mobs, as there is no shrine in this zone.