I encountered that quest too.
One of the Ladies sends you on a quest to deliver a letter to Lady something who is a "spearman" or "ji-samurai" at times, imprisoned in Edo.
You go to Edo, prison guards say the prison is empty and even kindly show it to you.
There are a bunch of troop prisoners visible in town info, but no way to establish communication with quest prisoner.
Probably a bugged quest.