To progress through "A Healer's Mercy" in Phantom Blade Zero, players must find four wounded thieves scattered throughout the Crimson Forest. The quest begins after meeting Yu'er at the Thieves' Camp, located roughly halfway through the region, shortly after defeating Jing Ye, The Outlaw.
Finding Li the 'Flying Rat'
The first thief, Li, is the most straightforward to locate. Fast travel to the Outlaw Trap bell. Enter the cave situated to the west, and Li can be found behind a patch of blue flowers.
Locating Zhou the 'Lean Monkey'
Starting again from the Outlaw Trap bell, players must first acquire the Crimson Forest Tunnel Crank. This item is found at the end of the cave system near Li's location. Once obtained, return to the Outlaw Trap bell and use the crank on the stone mechanism to reveal a hatch. Descend into the area, go down the ladder, turn right, and proceed down the path to the left of a table to find Zhou.
Discovering Zhen the 'Slippery Eel'
From the Thieves' Camp, head northwest, following the main road. After passing the Red Serpent House and the Cliff of Longing, players will reach the Cliffside Lodge. Inside the Lodge, enter its basement and locate the orange glowing item, the Thieves' Camp Dungeon Key, lying on a corpse at the beginning of the tunnel leading outside. This key is necessary to access the final wounded thief. Zhen can be found just outside the tunnel exit.
Finding Gui the 'Night Raven'
Return to the Thieves' Camp and use the Thieves' Camp Dungeon Key acquired previously. The dungeon entrance is located on the southeast side of the camp. Gui is positioned directly behind the entrance.
Upon finding all four thieves and returning to Yu'er, the "A Healer's Mercy" quest will be completed, rewarding the player with the Calming Gourd accessory.