Once you get to Pannion’s Study there’s a waypoint. Every time I’ve got there I’ve had a full inventory so I’ve used the waypoint. Then I want to get back to where I was, but the quest indicator on the map is gone. It’s possible to work it out from the quest name, but there should be a quest indicator on the map like there is for every other quest.
Yes, this is an issue with (as far as I’m aware) all quests where if you visit the zone they are located in then leave the quest ping disappears. I’ve certainly had it on other quests.