I went to heritage hill, bribed the guard to let me in, found the locked up missing sentries and released them.
Only afterwards i went to talk to lady Wyla who asked me to go look for her guards and started the missing sentries task.
It started at step 1: gain entrance to heritage hill. It was not ticked off even though i already entered the area before. I completed that step by going to heritage hill again.
But now step 2 of the task asks me to find the guards. And they are already released. so i can't complete the step any more.