Dragon Age 2 - Finding Nathaniel is a side quest in Act 3. This quest is significant for being one of the most exclusive and rare quests in the game, as players need to have chosen the "Martyr" backstory at the beggining of the game in order to qualify for this quest. For this walkthrough, players will go on a mission into the Deep Roads to find and save Nathaniel, a Grey Warden. 

1. If you have the Martyr backstory requirement, go to the Chantry Courtyard in Hightown in Act 3, and speak with Delilah Howe, the quest NPC.
2. Accept the quest, and go to the Deep Roads, which will now be added to your Map.
3. Head through the area, killing Darkspawn. No tough fights here yet.
4. Speak with Nathaniel.
5. You will have no choice but to help him rescue his companions.
6. Follow the quest arrow through the caves.
7. Speak with the Dwarf NPC.
8. The next fight against the Darkspawn will have an Ogre. Much like the Ogre you encountered in the start of the game, this fight is all about either bringing it down quickly, or putting your tank on it while you slay the lesser Darkspawn first. The second option is recommended, because the weaker Darkspawn won't take very long to kill.
9. The next encounter will be similar, but more difficult. You will encounter a few waves of Darkspawn with Ogres. Once again, decide which strategy you prefer more (focus the Ogres or leave them to last). Also, as there will be more enemies here, make sure to protect your mages by "peeling" (ie, forcing to attack your warriors instead) any Darkspawn attacking them.
10. The quest will automatically be completed after the following cutscene.