Getting a Clue Main Story Quest
This quest will be triggered or can be aquired when you complete Unlikely Valentine quest.
Related points of interest
Stages of "Getting a Clue" quest
1. Go to Valentine's Detective Agency
Nick Valentine wants me to meet him back in his office in Diamond City, where we can discuss the details of Shaun's disappearance.
2. Talk to Ellie
You will receive new miscellaneous task after a conversation - Check the Detective Cases. Files are in the same room. You can start two new side quests that way: The Disappearing Act or The Gilded Grasshopper (to start this quest, you have to listen to Marty Bullfinch's holotape).
5. Follow Nick
As it turns out, Kellogg, the man who kidnapped Shaun, had a house in Diamond City and was here with some ten year-old kid. Could it have been Shaun? Is that even possible? I need to search that house for clues.
6. Get the Key to Kellogg's House
Kellogg's house is locked. If I can't get in myself, I'll need to get the key from Mayor McDonough.
Go to Mayor McDonough office and try to persuade him. You can't bribe him.
If you failed with the mayor then you can try with Geneva, his secretary. She can be bribed.
7. Investigate Kellogg's House
I have the key to Kellogg's house. Now to gain entry and search for any clues that could lead me to Shaun.
Locate and activate button under the desk, investigate hidden room (San Francisco Sunlights on the table), then talk to Nick.
8. Show Dogmeat the Cigar
I've found Kellogg's favorite brand of cigars - San Francisco Sunlights. Valentine suggests I show the cigar to Dogmeat to see if he can pick up Kellogg's scent.
Dogmeat is waiting outside the house.
9. Quest completed
Dogmeat has sniffed Kellogg's cigar, and has his scent. Hopefully he can lead me straight to him... and hopefully Shaun.
Next / new quest is Reunions (Main Story).