You only need do one of the three optional objectives: Talk to a Carriage Driver, talk to an innkeeper in a major city, or talk to Urag gro-shub in the college of Winterhold. All these objectives lead you to the same place: Dragon Bridge. You now need to ask people in Dragon Bridge if they saw the Moth Priest. Go to the Dragon Bridge, which is south west of Solitude. Talk to some people there to find about the Moth Priest. You can try Clinton Lylvieve, a little Breton Boy, who tells you about an old man in a robe who was riding in a wagon with some Imperial Guards. They rode through town heading south, and went across the big bridge.

Search along the road south of the bridge. It looks like the caravan was attacked. Investigate the scene of the attack. Search the body of a vampire to find a Vampire's Note. Read the Vampire's Note which mentions taking the priest to Forebears' Holdout.

Check your quest log:

Harkon's vampire agents have captured the Moth Priest and taken him to a place called Forebears' Holdout. I must rescue him before the vampires can break his will

Rescue the Moth Priest.

Forebear's Holdout should be east of the location of the ambush, past the river. Enter the cave. Kill any Death Hounds, Vampires, and other enemies you encounter. Climb up the stairs to the platform above. The Moth Priest is held prisoner inside some sort of energy barrier. You need to deactivate the Magic Barrier. Kill Malkus, then take the Weystone Focus from him. Place the Focus on the Weystone Source, and the Magic Barrier is deactivated. The Moth Priest, Dexion Evicus, is enthralled, and attacks you. Fight him, and eventually he yields and thanks you for rescuing him. Speak to Dexion and listen to who he is. Tell him that you are from the Dawnguard faction, and that he is needed to read an Elder Scroll. Dexion has heard about the Vampire Hunters, and will be happy to assist you with your Elder Scroll. Tell him to go to Fort Dawnguard, near Stendarr's Beacon.

You now need to report your success to Isran. Go back to Fort Dawnguard. Talk to Isran, who is impressed you could find a Moth Priest so quickly. Then, speak to the Moth Priest. Ask him if he is prepared to read the Elder Scroll.

He reads from the Elder Scroll, which talks of a great bow, Auriel's Bow. But the secret of the bow's power is written elsewhere. Dexion believes that there is more to the prophecy recorded in other scrolls, one that speaks of the ancient secrets of the Dragons, and another that speaks of the potency of ancient blood. In order to learn the complete prophecy, the other two scrolls must be recovered.'

The quest "Prophet" is completed, and the next quest, "Chasing Echoes", begins.