When you approach Cayde, he motions for you to lean in close. His voice is a too-loud whisper.

"I see you got my coded message." It was just a regular message. "Listen, I've heard a thing or two about a big threat—I'm talking top priority, code red—wandering around the Pale Heart. We can't call in the big guns for this one. Gotta keep it quiet. So how's about you, me, and Crow go track it down and take it out? Quietly, remember."

All right. Nothing suspicious about this at all.