I am not sure if this quest is bugged or I missed something.
It reads:
Inside Heimdall's fort I am sure to find his most trusted elite.
It would be a shame if they were to suddenly die.
Then it lists "Kill the first/second/third/fourth Jarl".
But I did not see any Jarl inside the fort before killing Heimdall.
I could not check after because when I accidentally clicked the door I found myself back in "Conarch by day"
(Even Breach and Forgotten City check if you really want to leave the area!!! )