It appears that I was mistaken. Tyundii should appear in your party when you collect the fourth piece (Tyundii has an icon image that looks like a statue, and is unmistakable if you enter a battle with it in your party - it's a towering grey mobile statue), and then your next quest objective is to go to the city-fortress of Redstone. Check and see if a unit named "Tyundii" is in your party. If it's there (or even if it's not there - Tyundii is not a champion-type unit, so if you fought a battle and lost it, it's gone), then you should be able to follow the road to the East until you come to a city named "Redstone" nestled between two cliffs. They'll tell you to go kill a bunch of Urxen (you've probably seen several armies of theirs already), and after you've done so you'll be allowed through the pass. The road to follow is the same one that leads from your starting settlement past all the little decorative towns, the city hub, and the darkling village. When you get to a branch in the road beyond the darkling village, take the northern branch (the one that passes above the mountains in the default view orientation). The images in the links
https://www.dropbox.com/s/vbyhpfjnz22a6j8/redstone.png
and
https://www.dropbox.com/s/ltnjvh88g03y1b8/redstone2.png
should be enough to tell you where to find Redstone. You can go there and see if you get a quest update; additionally, you can check your quest log and see if there is a one-line item saying 'go east to the city of Redstone' or something like that.
