Trist's recently deceased husband left his business to her, which she decided to sell.
Not long after, Trist was contacted by Byron Pikit who told her he'd provided a loan on the business that had not been paid. When Trist examined her husband's business documents, she discovered a loan had indeed been taken, but it was recently paid in full. Trist explained this to Pikit and a few days later, he asked her for a copy of the document. When Trist went to retrieve it, however, the document was nowhere to be found.
Since Trist couldn't prove the loan was paid, Pikit took her before the court. During her trial, Trist saw Lenny speaking with Pikit and realized Lenny and Pikit were working together. Ultimeately, Trist's assets were seized and applied to the balance owed, but they weren't enough to cover the debt. Consequently, Trist is to be sold on the block to recover the remaining amount due.
The Nameless One can agree to help find Trist's loan documents in order to free her. Talking to the auctioneer, Deran, clarifies that the only way to free Trist is to provide him with evidence that she's innocent of the charges against her.
To do this, TNO should first speak with Pikit about Trist. If TNO presses Pikit about the possibility that documents exist proving Trist's innocence, he will eventually have a dialogue option to tell Piki someone could have stolen the documents and destroyed them, which awards 1000 XP.
After this, TNO should speak with Lenny, confronting him about stealing Trist's documents. Deducing that Lenny lied to Pikit about destroying the documents and speculating that Lenny kept them so he could blackmail Pikit awards 1000 XP. If TNO continues speaking with Lenny, he eventually directs TNO to the Warehouse, saying TNO will get a bonus for telling Vault of the Ninth World "I gave Pikit the laugh." Asking "What bonus?" awards 4000 XP. Lenny also tells TNO to give the evidence of Pikit's actions to someone in the Harmonium that he trusts.
Once TNO retrieves the Scroll of Evidence and the Loan Document from the warehouse, he can complete the quest by speaking with Deran again and presenting the Loan Document as proof of Trist's innocence (grants 4000 XP). TNO should then speak with Trist again, telling her he was happy to help (grants 4000 XP and 1000 copper coins). Lastly, TNO should speak with Corvus in the Lower Ward marketplace: this is the Harmonium Guard TNO should trust with the Scroll of Evidence proving Pikit's crime (grants 2000 XP).