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Unfortunately, not all games are released in full working order and require patching as time goes on. Diablo 4, despite multiple pre-releases and beta tests, has turned up rather a few game-breaking bugs that leave missions, initially, unfinishable. One bug I have personally run into and had to figure out how to fix is with Aneta in Diablo 4's The Heretic Quest. At one point in the storyline, Aneta decides she can't be bothered to continue on and will instead simply stand and wail outside the cave that she needs to enter.
After watching Aneta being chased out of her home by people claiming she's a heretic, it is up to us to find and console her. A brief trip into the wilderness reveals her standing outside a hidden cave. She will run into this as she is approached. or at least that is what is supposed to happen.
With The Heretic bug in Diablo 4, she will simply stand outside the cave and weep rather than triggering the next section of the mission, making it unplayable. There doesn't seem to be much of a fix at first, but you should try these before giving up hope.
Screenshot by PC Invasion
Simply leave Aneta at the cave and make your way to a world-tier statue. Once at the statue, you should change the world tier to ensure the quest is fully ended and switch back. Once you restart the mission, you should find the bug with the Diablo 4 Heretic quest is fixed.
With a number of quest bugs, such as the Fury Against Fate one, the nearby event is the problem. For another fix, you should try abandoning the quest from the quest log and teleporting to the nearest city. Once you have done this, you need to log out of your character, don't worry about restarting Diablo 4. Then, make your way to the mission again and begin the bugged heretic quest once again. Before you start on the Find Aneta section, make sure you head to the event and kill all the demons; this will stop it from causing issues with The Heretic bug.
Eventually, Blizzard should patch The Heretic Find Aneta bug in Diablo 4, but until then, these will solve your problems.