The characters are wasps from the devastated nest of Ys’drktha. The other survivors from the cataclysm are being held and tortured in the pits of the neighbouring Ak’thaan nest, being slowly dismembered and eaten by drone wasps or fed to the writhing masses of larvae.
Just off the road a man lies dead, pierced through the heart from behind by an expertly thrown and ornate dagger which remains in the body. A long strip of cloth torn from the man's shirt has been tied around his neck; on the tag end an unknown hand has written a cryptic inscription: "For Djaygo."
When you get to the next town, everyone is talking about a mercenary woman found slain in exactly the same fashion in her room at the inn where she was staying.