When you first come within sight of Hentold, at 1230, 2850, he will call out for help. He is (almost?) always very near four wild dogs, which you may initially take as the cause of his distress, but they are not. He has broken into a nearby tomb and angered its undead occupant by stealing a dagger. Now he begs you to take the dagger and return it.
Although this seems very much like a typical side quest setup, nothing is recorded in your journal.