Go to the Temple of Dionysos in Naxos and speak to Myrrine. Choose "I'll play along" as she's speaking to Aspasia. Aspasia mentions the Cult of Kosmos is after Myrrine, and thinks being the leader of Naxos is too public.

Aspasia will send the player off to deal with the assassins at the Cave of Mt. Zas. It is near the Fort of Aloades and Zeus's Overlook.

Head inside the cave and kill each of the enemies. The assassins will be in the back of the cave, in a room with the floor submerged in water. There are also several statues in this room. One dog looking one, and one of Zeus. Loot the bodies and the chest to find proof Paros is involved with the cult.

Escape the cave and return to Myrrine at the Leader House. The following cutscene will show her the proof. Aspasia recognizes the language used in one of the documents and says the money isn't from Paros, but from a Spartan king. After this conversation, the mission will come to an end.