What part of it are you on? first you have to cross the woods you do the quest for Cindy, ten go to Mappi Village's inn near the entrance. The client is sitting at the corner. He will tell you the place he last was with the donkey was in the trail between there and Eastwall (the place you've already been to). Now just do some detective work. The place is pretty small so it won't be difficult ;)
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That means you're in a part of the main story with stuff to do inside the city. It happens 99% of the time when you're missing a team member or when it isn't daytime. Just keep playing the main story, you'll get another chance to go outside ^^
Edit.: someone just pointed out that they're unable to leave the city after completing chapter IX. If that's your case, sorry it's totally my fault! The issue is gonna be fixed in the next update. For now you can still do the side quests at any point before he end of chapter IX ;-;