construction site and give it back to him. He will reward you, by
doing things for free. I found the Necklace in the construction bok.
Next to swinging crane there is a block of houses. With a dead-end
alley that leads to one of the Houses on the block. The house gives
residence to a weapons merchant. It is somewhere in that alley.

At various times during the game:

If you have received the first holocall, you must find Marion in
Okriana. To do this you must go and see Shamaz Zokrace. His house is
west of the Fae Palace. He will tell you that the last time he saw
Marion was near Zelb's house, southwest of the Fae Palace.

If you talk to Zelb, he will tell you that Marion was taken to a
house to the west of the Fae Palace. If you get close enough to the
entrance to this house, a long video sequence will begin. Kill the
surrounding soldiers first. Hint: this house is not far from the
place where you run into a patrol, on your way north from Zelb's
house, following the paths of Okriana.
If you find yourself in the Fae Palace for the final combat with
Kroax, you must kill all the elite soldiers before you can touch
Kroax (if you do not, he can not be wounded).
Lootus sad he killed Kroax first with the flame-thrower got him
through the sequence faster. Once you have killed Kroax, the game
ends, and video sequences show you the end of the story.