I haven't heard anything from anyone since Hydro's last post, so I'm going to assume your cover story is currently that you are wandering merchants seeking business in Zana's Host. While that may not get you an audience with the Duchess initially, it will at least get your foot in the door with one of her advisors.
The final question I have is: what form of transportation do you intend to take to Zana's Host? Walking, buying horses to ride, taking a boat upriver, negotiating with a powerful wizard in Farlstead to teleport you there, looking for giant birds to carry you there, etc?