OOC:
I think I've mentioned this before, but so just as a reminder, as your PCs would know: it is well known that the Andrast peninsula here where you are, is considered completely unsettled.
And so that we don't get bogged down, or lose sight of possible options, I'm going to go ahead and give you guys some specific options, as I'm not sensing the will to drive the investigation/narrative from you guys atm. Which is a common problem with investigation focused games, so no worries on my end.
1. You can continue to follow them at a great distance as you are now - hours behind them, not risk detection, and just see where they go. But the risk in doing that is, not knowing where they're going, it could set you back days or even weeks from finding whatever the mark signifies on the nautical map, depending on where they're going.
2. The opposite of that would be to try to catch up to them as quickly as possible, to... just see who they are? Confront them. See if you all tracking them servers any purpose at all toward your goal. The risk here tho is, well it would ruin any sort of advantage you might have if they are enemies in them not knowing you're there, and ofc maybe it'd spark a fight even? But maybe they're friendly and can somehow help?
3. You could do something in between. Get closer. Risk detection. But do something to try to learn more about them, before confronting them. Maybe you succeed and learn more, or maybe you're detected and essentially you're at #2 right?
4. Stop following them and just try to navigate toward the X using the nautical map. Which as mentioned, will be difficult, as it's not meant for overland navigation and doesn't have any indication of typography for example.
So perhaps discuss those options, ooc or ic. If you have any questions that you feel need answered to make a choice, plz ask those questions.