Some background info:

In order to teach my PCs that they should be having someone keeping watch when taking long rests in the wilderness i had one of their belongings stolen by a mysterious entity known as "K". This wasn't meant to be anything significant but It ended up blowing into a whole thing because this K thief left a note, i was eventually going to represent it as Nezznar and him trying to stop them early in their adventures by stealing their stuff, and K being a pictoral representation of half a spider, but they didn't roll high enough to perceive it.

The PC who was robbed grew a sort of obsession with K/nezznar, and decided to use the 1 question to Agatha to find his whereabouts, she tells him Wave echo cave. PERHAPS i didn't think this through enough, but I'm now wondering how i can grab there attention elsewhere and not have them die there. Then again they might just leave when they see how strong the monsters inside are?

I've sent them NUMEROUS pointers towards the Redbrands but they're fixated on Nezznar at this point.

Help.

Edit: to clarify, this wasn't their first long rest, they've had a few before and kept watch, then decided on the "whats the worst that could happen" route for this last one.