I haven't completed any of those events yet, so after doing them does the quest line continue? Also, where can I find the nameless?
Finish the Between Worlds and Lizard's Treasure story arcs. Then you can start the actual Nameless arc and only then after you've finished all that, you can play the new story portion of Orc's War which was added recently in 0.38.
Ooh thank you for that info, I haven't done them yet. Which of them do you recommend doing first that makes sense story-wise?
You have to finish the between worlds to progress in the lizard's treasure anyway so just do it first