Khadgar wants you to enter the Shadow Labyrinth at Auchindoun and retrieve the First Key Fragment from an Arcane Container hidden there.

Chain

Arcane Disturbances / Restless Activity → Contact from Dalaran → Khadgar → Entry Into Karazhan → The Second and Third Fragments → The Master's Touch → Return to Khadgar → The Violet Eye → Assessing the Situation → Keanna's Log → A Demonic Presence → The New Directive