For this you need to make it to the city of Aleroth and do some stuff. To get to Aleroth, you need to ride a zeppelin, to ride a zeppelin, you need parts. If you talk to Page, the guy in the champion harbor (this is the dock you'll see with a dragon shield east of the grand knight shrine in the Fjords, north of the red hammer shrine), he will give you this quest. He is found on the top floor of the harbor, on the outside near the door you use to enter the building is the elevator you need. You need to find 3 of each type of part for the quest, but you only need one of each to get to Aleroth. I'll refer you to this map (note this isn't mine, it belongs to the creators of the website, I take no credit) :
http://guides.gamepressure.com/divinityiiegodraconis/guide.a... the "S" on the map denote places where wyvern nests are, which is where you will find the parts. After you have one of each type (there are three types) go to the champion harbor and go up to the top floor and turn the parts into Page, then talk to Sepp nearby to go to Aleroth.
Once there, pull up the map. See that scroll? Go to it. You'll find a captain there, talk to him. He will tell you to use the shrine nearby, do so and go to the Aleroth-Ministry location. You'll find a certain person and another dude in here. You'll go around protecting the two of them while he breaks down portals. The best way to do so is a ton of points in explosive arrow, as this allows you to kill both enemies that spawn in one shot. After you've destroyed them all you'll get the shield.