On this page of the Assassin's Creed Valhalla guide, you will find a detailed walkthrough description of the mission The Hunting Grounds.
Eivor arrives in Vinland disguised as a common sailor to find Gorm.
Reward: 3400 XP.
Find clues to Gorm's whereabouts
Eavesdrop on the conversation of those working at the port and you will learn that Olav robbed Grom and was caught in the act. He was bruised and locked in a warehouse.
Check out the wrecked cart, then enter the covered warehouse and examine the scrolls. Olav wrote down on them his concerns about Gorm finding out about his shady business.
Break the makeshift wooden wall and inspect the shackles. Someone managed to break free of them or was taken from there.
You will notice crates covered in blood on one of the walls. Examine and then smash them to slip through the narrow hole and enter a cave.
When you exit the cave you will notice bloody footprints, most likely left by Olav. Using Odin Sight, continue down this trail.
You will eventually reach a small village. Keep walking ahead and you will manage to talk to the leaders there. Unfortunately, the people living in this area do not speak Norman or Saxon, so your efforts to communicate with the natives will fail.
Follow the village leader
The woman will lead you to a passage hidden behind a waterfall. When you go inside the rock cave, you will meet Olav, who is apparently hiding here from Gorm's wrath.
Talking to the man, you'll learn that Gorm didn't like Olav trading with the natives, so he beat him up and put him in chains. You can find Gorm in the encampments deep in the forest - unfortunately, it's not clear exactly which, and each one is heavily guarded.
Walk with Olav
Olav will offer to point you to one of Gorm's camps, so take a short stroll with him. Along the way, you'll learn interesting things about Kjotve's son, who is said to be in possession of some sort of magic crystal - an elven artifact that he can talk to. Furthermore, Gorm follows any orders given to him by this crystal.
After talking to Olav, the quest will end and you will receive 3,400 XP as a reward.