1. "I need to get the air essence and try to tame it. Ayane suggested searching the mountains South-East from her shrine."
2. "I have a bad feeling about those Vagabonds yet first I must learn more about what happened with Serena..."
The information above displays what the help menu says. Considering the information you told me, I assume I actually have not completed the Vagabonds Questline as I had initally thought.
In this case, go to the mountains area with a healing statue and take the northern exit. Press Q to hide Ada's on-map sprite and get a better view.
Will do, thank you! I'l let you know if that helped me out.
Also, you are referring to where we players fight the Oni monster girl, Gabby correct?
Edit: Spelling corrections