Nalia's Companion Quest - Baldur's Gate 2
About one week after completing The De'Arnise Keep has been Invaded quest you will be approached in an outside zone by a messenger who informs Nalia of her father's funeral. Nalia will ask you to take her to the Graveyard District immediately but the truth is you can wait a couple of days before she leaves your party.
When you arrive at the Graveyard District you'll be greeted by the messenger and taken to the funeral area. Take control of Nalia and use her to talk with everyone at the funeral. Isaea Roenall is the only person of note here as he is/was Nalia's husband-to-be. During your conversation with him he'll threaten you and Nalia before leaving the funeral. You'll get a quest update for Nalia's Father's Funeral after talking with Isaea but the quest will remain uncomplete.
Once you have spoken to everyone here wait for Nalia to initiate dialogue with your party after which you're free to leave. A day later when your party is traveling in an outside zone you'll be approached by Isaea Roenall along with some of his goons. Isaea will arrest Nalia and there is nothing you can do to stop him. All items in Nalia's inventory & equipped on her will automatically be placed into your inventory.
Shortly after Isaea takes Nalia away from you a man by the name of Khellor Ahmson will approach you. This part of the quest has "bugged" out for me before because Khellor took too long to approach my group and I accidentally left the area. Depending on where you are, Khellor may appear someplace without a good path to your group which will result in him taking a convoluted route to you and (possibly) missing you altogether.
If this happens to you then return to the area where Nalia was arrested and wait for Khellor to show up OR use the console command below to force him to spawn:
C:CreateCreature("KHELLOR")
Khellor will ask you to visit the Sea's Bounty Tavern in the Docks District where you'll find a man named Barg. You can find Barg outside of the Sea's Bounty Tavern at the foot of the stairs going past it. He spawns quite literally right next to Xzar whose involved in the Find Out What Happen With Montaron side quest.
Barg will mention someone by the name of Officer Dirth who you can find inside of the Sea's Bounty Tavern on the 1st floor. Officer Dirth will attack you regardless of what you say to him, after defeating him be sure to pick up the Isaea's Slavery Documents quest item that he drops.
Our next stop is the Government District, specifically the Roenall residence which is in the northern portion of the map, a screenshot of the exact location is shown below.
Inside the residence you'll find Isaea's Slavery Documents which are the 2nd item we need to prove Isaea is corrupt. With both of these items in hand you'll want to visit the Council of Six building in the Government District and speak with Corgeig Axehand inside. Present all of the evidence we have collected to him so far and he'll launch an investigation into Isaea.
At this point we're pretty much finished with the quest. There will be a short scene where Isaea is taken into custody and you'll regain control of Nalia. After which the Nalia's Father's Funeral quest will disappear from your logs and Nalia Abducted by Isaea Roenall will be marked as completed.