Alright, I'd like to do some service here to everyone who'd like to unlock this quest. I played BFA through both storylines as a loyalist and non-loyalist, but never with an undead. However, the important thing is that you can still get this quest if you weren't a loyalist today (as of 10.1.7), and even if you already finished your Heritage Armor Questline without knowing there was this extra quest!
1. Complete your whole War Campaign from BFA. If you're unsure where to start, head over to Zuldazar, go to the Banshee's Wail Boat, and seek any Campaign quests available. You can also look at your world map. It will indicate which part of the campaign you are in and inform you which one is next, or even if you have an accepted quest.
2. The War campaign starts on this quest that is available in the Great Seal: War is here
3. Complete the campaign so you get these three quests: Battle for Dazar'alor, The King's Death, and the following one The Return of Derek Proudmoore. All of this to be able to get The Dark Lady Calls. This last quest is the one you need to select the option to be a Sylvanas' Loyalist.
4. On this quest chain, go through it until you reach Tracking Tripoff. Once you complete this quest, Zekhan will appear offering you Grim Tidings. DO NOT TAKE IT. Instead, talk to Zekhan and select the other dialogue that says that you're Loyal to Sylvanas. Once you click on that dialogue, you will discover a new quest: For the Queen. From here on, you're a Loyalist (but the final quest after your Heritage armor won't appear, you must continue).
5. Continue your Campaign quests until you get Righting Wrongs from Bluffwatcher Proudscar at the entrance of the Zuldazar harbor. You will get an option to report to Nathanos what's happening. DO REPORT TO NATHANOS. And do so too in every quest that offers that option too (Like at the end of this chain in: Under False Colors).
6. You'll get now Securing Warfang Hold. This is Baine's "trial". It ends in A Display of Power. When that ends, head to Nazjatar and talk to Lor'themar Theron and take Visions of Danger. After the little event that plays out there, you'll get Old Allies. DO REPORT THIS TO NATHANOS before going to Orgrimmar! Once you finish this, you'll get the last questline :D
7. Go back to Zuldazar Harbor and take They Move Against us. You'll get a few more quests in Orgrimmar in complete lockdown. You'll have to complete Traitors in our Midst after talking to Eitrigg. Continue with the chain until A Line in the Sand and watch the lovely cinematic.
8. After that you'll get Most Loyal. You're almost done! You'll receive a Hearthstone that'll take you to The Ghostlands to meet with Sylvanas in Windrunner Spire. Enjoy that little cutscene, and the dialogue between her and Nathanos before you reach her. It'll make sense once you finish the Heritage Armor quest ;). You'll also get the Title: Veteran of the Fourth War.
9. When you finish that quest, go back to the Banshee's Wail and then head down below the deck to take Sense of Obligation from Lilian Voss as a little cutscene into the fate of Derek Proudmoore and the returning Calia Menethil. If you're wondering what happened to her after Legion when she was alive, it was all explained in the novel Before the Storm. When you come back, take The Hidden Need from Lilian Voss. That'll take you to Tirisfal. You might be taken to the past (before BFA) to complete it. If you don't, talk to Zidormi.
10. Talk to Zidormi to come back to the present and head to Lordaeron Keep, in the main square you should be able to see Dori'thur with a quest!
11. Profits :D Al diel shala, and Shorel’aran my friends. Enjoy!