After the Second part of the Fallout 4 Walkthrough: Out of Time, some may be diverted to the two side quests in Concord called When Freedom Calls and The First Step. So if you want to Continue with the Side Quest Walkthrough you'll Find it Here. Let's begin with the Third Main Story Mission of Fallout 4: Jewel of the Commonwealth.
To Continue with the Shawn’s missing information you need to head towards the Diamond City and we recommend to bring your Dog along to help you with the directions and also for you to avoid the sticky situations on your way, but before heading towards the Diamond City make sure you have marked the Jewel of the Commonwealth as your current quest so that the map will mark the objective below.
Firstly open your Mop and Fast travel to Lexington, home of the Coverage Assembly Plant, but it will only allow you to fast travel the locations which you have explored otherwise get ready to way all the way towards the Diamond City. You'll come across a lot of Raiders on the way surround the Diamond City so better keep an eye on them before they start damaging you.
On the Gate you will see a Women called Piper at the gate, so go ahead and talk to her and help her fooling the guards to open the gates and get inside the city walls which is nonother than Fenway Park in Boston.
Note: If you want to trade you Junk, Diamond City is the Best place to Exchange.
Once you're inside the City, you'll come across Nat(Piper's young sister) who is selling newspapers near the left of the Market. Interrogate with her and get the information about the Institute, Shaun, and Synths. If you manage to play the cards right she will inform you about Valentine's Detective Agency along with a side quest Story of the Century.
Note: Quicksave before you do anything senseless in the Market
Now before heading towards the marked location we recommend to examine and explore the market to find some valuable junks and do not even try to enter the door with red text on them as if you try to steal anything from there, the entire community will come for you and throw you out of the city. It's better to save first.
Once you are done exploring the Market, you should head straight towards the marked objective below which straight leads you to the Valentine’s Detective Agency. If you were unable to crack Nat's cards right then you can talk to other vendors in the market to know more information about Shaun and they will guide you here to the Detective Agency.
If you're still facing difficulty with finding the Detective then simply open your Pip-Boy and browse Data and double check if the Jewel of Commonwealth is your selected Quest. Now head inside the Detective Agency and talk to Valentine’s secretary - Ellie Perkins to get the information and at the end of the Chat you'll inform her that you will find Nick Valentine and thus completing This part of the Fallout 4 Walkthrough: Jewel of the Commonwealth.