I have this issue (PoE 3.03, OS X, Steam) with Geyda on her second visit, looking for a soul prisoner to steal.
"4 Tarestu, 2823: Hour 5: Geyda, an animancer, has arrived requesting a prisoner to conduct experiments on. She was nearly set upon by brigands on the road, but your patrols intervened."
Earlier, I sent an escort with her to Heritage Hall when she first asked.
Note that Lord Sidroc arrived they day before and was waiting in my Hall when Geyda supposedly arrived. I cannot find her anywhere in Caed Nua, not even in the Dungeon.
Here's my savegame.