Keep exploring the Southern Highlands. As you head deeper into this zone, you will encounter more Withermoths, as well as Burrowing Leapers, and possibly more elite monsters such as Felyron the Murderer (Knockback). There are also more groups of Dark Moon Clan Warriors, Impalers, Savage Beasts, and Highland Walkers. Try not to pull to many groups at once.
Soon you arrive at an area marked by some totems, which indicate you are on the right track. Observe the yellow marker circle on the map, which signifies the location of Karyna's lost wagon. As you approach the cart, the game will save a checkpoint. Interact with the wagon to get the Khazra Staff. Once you've found the Khazra Staff, your quest log gets an update:
Trailing the Coven
Approach the Khazra Barricade
You want to approach the Khazra Barricade with the Khazra Staff in the northern part of the Southern Highlands. There should be a gold arrow on the minimap directing you to the location, just to the east of Karyna's Lost Wagon. You might also be attacked by another boss at this stage, such as Nalghban the Foul (Dark Moon Clan Elder Shaman).
When you get close to the Khazra Barricade, the gates open and some mobs attack you. Fight your way through them (AOE attacks are good here, while these monsters are grouped). The next step in the quest is to find Leoric's Manor Courtyard. Search the bodies of dead villagers and dead beasts along the way for gold and loot. The path curves, and eventually you cross into the Northern Highlands.
This zone includes Vile Hellbats and Cursed Nests, as well as more Highland Walkers. Head towards the northeast. Soon you will run into a big group of Horned Chargers (Teleporter Minion), which might also include a boss amongst them, a yellow named monster such as Evil Eye the Hellion.
Soon you reach an area with a stone bricks floor and some burned buildings. Cross it and climb up some stairs, to enter Leoric's Hunting Grounds. There are Dark Summoners, Dark Cultists and Dark Hellion here. At this point, you should be around level 12. If you are less than level 12, you should keep scouting the Southern and Northern highlands, killing more mobs and getting experience, until leveling up to level 12. At level 11 or below, the next zone, Leoric's Manor, could prove very difficult.
When you are ready, cross the stone bridge to the northwest, open the massive iron gate, and enter Leoric's Manor Courtyard.