The Elder Siege Wurms that you must locate can be found in the Shattered Ravines. If you have already reached the Lair of the Forgotten, then exit from there. Otherwise, you will need to travel from the Bone Palace and head north across Joko's Domain to get to the Shattered Ravines. Go around the small hill and onto the rocky area and cross the now fallen Colossus and talk to Captain Mehhan. He will teleport the party into the Ruins of Morah for quest completion.