Caravan Woes is a side quest in Egypt (Act II). It is given by Pa-neb in the Fayum Oasis. He tells you of Dune Raiders, who attack the caravans travelling from and to the oasis, and asks you to kill their chieftain, Iznu.
Iznu can be found in a larger Dune Raider camp north of the oasis. He's a somewhat durable ranged attacker, but shouldn't be much of a big threat. Just try not so fight all Dune Raiders at one time. Return to Pa-neb after killing Iznu to get the reward and to complete this quest.
In Fayum Oasis you will also find a caravan trader named Menemnakht standing next to the watering hole. He updates this quest by giving some additional information and after killing Iznu, he'll thank you for this, but you won't get any further reward nor can complete this quest when talking to him.
Reward: 12000 experience