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So here is some feedback from the point-of-view of someone who is lost and not able to figure out what's next. (And once I figure out what went wrong I will report back as to why I missed the obvious).

So I have these quests active:

Yoranwa's Head
Liberate the Road to Velegarn

The Divine Temple
The Divine Artifact

So I made it into Tower of Melancholy and opened gate. Seemed a bit difficult as I was not really detecting the traps very well. Level 5 Thief with 5 in Traps. I did not pursue thinking I would wait to level up and try again.

I seem to have done everything in Velegarn except Tower. Can't go East past guards without killing them.

In Sorrentia, I can't go north past Guards there.

So what am I missing? Is the Tower the only next step or have I overlooked something? I do not see Ogre or Witch for the two Missions.

(By the way in your descriptions of the gates in Velegarn - I would use South-East gate and South-West gate instead of just "South" as in one of the early descriptions. If you are hand holding new players in the early game I found "South" to be confusing since I assumed the gate to the right was "East". My bad, but it happened and could confuse others.)

[Topic moved to Strategy forum]

If you explored the map of Velegarn and gathered enough experience, then it would be a good idea to travel south-east and fight the guards.
You can fight the arena for gold and experience if you have enough gold to start with. Just save before every arena fight. The tower is meant to be explored later and you can get the witch's head also later. It is on a map which you hadn't traveled to until now.